+28.0%
CNH vs JBHT
+89.9%
-61.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.2% |
| 7D | +23.3% | +4.9% | +18.4% | +21.4% |
| 30D | +33.5% | +0.6% | +32.9% | +33.0% |
| 3M | +32.7% | -3.2% | +35.9% | +33.6% |
| 6M | +22.2% | +17.0% | +5.2% | +14.6% |
| YTD | +57.7% | +41.7% | +16.0% | +41.6% |
| 1Y | +28.0% | +90.0% | -62.0% | +11.0% |
| All | +28.0% | +89.9% | -61.9% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling