+90.0%
JBHT vs CHD
+7.1%
+82.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | +4.9% | -2.7% | +7.6% | +5.4% |
| 30D | +0.6% | -4.6% | +5.2% | +1.7% |
| 3M | -3.2% | +5.0% | -8.2% | -4.9% |
| 6M | +17.0% | -3.2% | +20.2% | +18.1% |
| YTD | +41.7% | +18.6% | +23.0% | +33.9% |
| 1Y | +90.0% | +4.8% | +85.2% | +94.6% |
| All | +90.0% | +7.1% | +82.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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