-12.9%
CHYM vs JBHT
+98.6%
-111.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.3% |
| 7D | +2.1% | +7.1% | -5.1% | +1.3% |
| 30D | +11.0% | +2.3% | +8.7% | +10.6% |
| 3M | +83.9% | -4.5% | +88.4% | +84.5% |
| 6M | +45.3% | +29.2% | +16.1% | +40.1% |
| YTD | +28.4% | +42.2% | -13.8% | +24.4% |
| 1Y | +32.2% | +93.7% | -61.5% | +35.2% |
| All | -12.9% | +98.6% | -111.6% | -9.9% |
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