+105.2%
CNH vs JBHT
+182.5%
-77.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.6% |
| 7D | +3.0% | +7.0% | -4.0% | -0.3% |
| 30D | -0.6% | +0.5% | -1.1% | -0.8% |
| 3M | +14.6% | -17.4% | +32.0% | +25.0% |
| 6M | +11.8% | -1.7% | +13.5% | +10.6% |
| YTD | +30.4% | +20.7% | +9.7% | +16.2% |
| 1Y | +19.1% | +41.1% | -22.0% | -2.0% |
| 3Y | +30.2% | +38.0% | -7.8% | +4.0% |
| 5Y | -17.8% | +22.5% | -40.3% | -32.4% |
| All | +105.2% | +182.5% | -77.2% | +3.4% |
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