+809.3%
COHR vs JBHT
+51.9%
+757.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.4% | +6.7% | +6.9% |
| 7D | +11.0% | +7.1% | +3.8% | +6.7% |
| 30D | -20.4% | +2.3% | -22.7% | -21.1% |
| 3M | -24.9% | -4.5% | -20.4% | -23.1% |
| 6M | +28.1% | +29.2% | -1.2% | +9.4% |
| YTD | +63.6% | +42.2% | +21.4% | +31.6% |
| 1Y | +205.9% | +93.7% | +112.2% | +101.4% |
| 3Y | +809.3% | +53.2% | +756.1% | +575.8% |
| All | +809.3% | +51.9% | +757.4% | +575.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling