+19.1%
CNH vs JBHT
+39.4%
-20.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.5% |
| 7D | +3.0% | +7.0% | -4.0% | +0.1% |
| 30D | -0.6% | +0.5% | -1.1% | -0.9% |
| 3M | +14.6% | -17.4% | +32.0% | +23.1% |
| 6M | +11.8% | -1.7% | +13.5% | +7.8% |
| YTD | +30.4% | +20.7% | +9.7% | +9.9% |
| 1Y | +19.1% | +41.1% | -22.0% | -8.3% |
| All | +19.1% | +39.4% | -20.3% | -8.3% |
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