-12.3%
CHYM vs JBHT
+62.5%
-74.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.4% |
| 7D | +14.0% | +0.4% | +13.6% | +13.9% |
| 30D | +8.1% | -2.0% | +10.1% | +8.4% |
| 3M | +11.8% | -16.3% | +28.1% | +14.5% |
| 6M | +76.6% | -8.2% | +84.8% | +78.1% |
| YTD | +29.2% | +16.3% | +12.9% | +28.7% |
| 1Y | +59.9% | +32.2% | +27.7% | +60.2% |
| All | -12.3% | +62.5% | -74.8% | -6.8% |
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