+509.2%
CAH vs JBHT
+21.8%
+487.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +9.4% | +0.9% | +8.5% | +9.3% |
| 30D | +16.5% | -1.1% | +17.6% | +16.6% |
| 3M | +17.0% | -14.8% | +31.8% | +18.1% |
| 6M | +51.4% | -7.4% | +58.8% | +51.6% |
| YTD | +36.0% | +17.3% | +18.6% | +33.5% |
| 1Y | +36.0% | +35.3% | +0.7% | +31.9% |
| 3Y | +177.5% | +33.9% | +143.5% | +166.2% |
| 5Y | +509.2% | +22.5% | +486.7% | +463.5% |
| All | +509.2% | +21.8% | +487.4% | +463.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling