+442.0%
CAH vs JBHT
+192.4%
+249.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | +8.5% | -1.6% | +10.1% | +8.8% |
| 30D | +17.0% | -2.3% | +19.3% | +17.6% |
| 3M | +14.6% | -18.5% | +33.1% | +19.2% |
| 6M | +42.5% | -11.3% | +53.8% | +44.8% |
| YTD | +33.5% | +12.6% | +20.9% | +27.4% |
| 1Y | +38.5% | +29.8% | +8.8% | +27.5% |
| 3Y | +179.0% | +28.1% | +150.9% | +148.7% |
| 5Y | +507.2% | +17.7% | +489.5% | +437.3% |
| All | +442.0% | +192.4% | +249.7% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling