+1,243.0%
COHR vs JBHT
+277.7%
+965.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +10.9% | +0.6% | +10.3% | +10.5% |
| 30D | -10.8% | +0.9% | -11.7% | -11.0% |
| 3M | -17.4% | -4.4% | -12.9% | -15.3% |
| 6M | +12.5% | +24.5% | -12.0% | -2.4% |
| YTD | +58.8% | +38.6% | +20.3% | +28.5% |
| 1Y | +183.3% | +97.2% | +86.1% | +80.5% |
| 3Y | +783.0% | +49.3% | +733.7% | +558.3% |
| 5Y | +377.2% | +61.4% | +315.9% | +235.6% |
| All | +1,243.0% | +277.7% | +965.3% | +438.2% |
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