+16,513.1%
CAH vs JBHT
+9,288.5%
+7,224.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +2.8% |
| 7D | +6.7% | -1.4% | +8.0% | +6.9% |
| 30D | +14.7% | -3.1% | +17.8% | +15.2% |
| 3M | +12.0% | -19.5% | +31.5% | +15.3% |
| 6M | +36.2% | -9.6% | +45.8% | +37.5% |
| YTD | +31.3% | +13.3% | +17.9% | +27.5% |
| 1Y | +37.1% | +29.7% | +7.4% | +30.3% |
| 3Y | +178.3% | +28.3% | +150.0% | +159.7% |
| 5Y | +497.1% | +18.5% | +478.6% | +457.1% |
| 10Y | +439.8% | +198.1% | +241.7% | +331.7% |
| All | +16,513.1% | +9,288.5% | +7,224.6% | +8,545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling