+124.0%
CNH vs JBHT
+192.0%
-68.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.1% | +7.8% | +9.4% |
| 7D | +8.6% | +0.4% | +8.1% | +8.4% |
| 30D | +12.6% | -2.0% | +14.5% | +13.7% |
| 3M | +17.5% | -16.3% | +33.8% | +27.2% |
| 6M | +18.1% | -8.2% | +26.3% | +21.1% |
| YTD | +40.4% | +16.3% | +24.1% | +27.5% |
| 1Y | +34.0% | +32.2% | +1.8% | +13.9% |
| 3Y | +35.3% | +34.4% | +0.9% | +9.5% |
| 5Y | -5.1% | +20.3% | -25.4% | -21.3% |
| 10Y | +124.0% | +185.2% | -61.2% | +15.0% |
| All | +124.0% | +192.0% | -68.0% | +15.0% |
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 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