+112.4%
CNH vs JBHT
+192.4%
-80.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.1% |
| 7D | -1.7% | -1.6% | -0.1% | -0.9% |
| 30D | -7.2% | -2.3% | -4.9% | -6.3% |
| 3M | +6.5% | -18.5% | +25.0% | +16.7% |
| 6M | +7.9% | -11.3% | +19.1% | +12.3% |
| YTD | +26.6% | +12.6% | +14.0% | +16.6% |
| 1Y | +13.8% | +29.8% | -16.0% | -2.6% |
| 3Y | +9.2% | +28.1% | -18.9% | -9.6% |
| 5Y | -15.6% | +17.7% | -33.3% | -29.4% |
| All | +112.4% | +192.4% | -80.0% | +7.5% |
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