-15.6%
CHYM vs JBHT
+57.3%
-72.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.9% |
| 7D | +12.1% | -1.6% | +13.7% | +12.3% |
| 30D | +12.2% | -2.3% | +14.5% | +12.5% |
| 3M | +0.3% | -18.5% | +18.7% | +3.1% |
| 6M | +44.2% | -11.3% | +55.4% | +46.2% |
| YTD | +24.5% | +12.6% | +11.9% | +24.5% |
| 1Y | +73.2% | +29.8% | +43.4% | +74.6% |
| All | -15.6% | +57.3% | -72.8% | -9.8% |
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