+273.3%
JBHT vs CHD
+123.7%
+149.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | +4.9% | -2.7% | +7.6% | +5.6% |
| 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% | +17.6% |
| YTD | +41.7% | +18.6% | +23.0% | +34.2% |
| 1Y | +90.0% | +4.8% | +85.2% | +86.2% |
| 3Y | +47.0% | +6.1% | +40.8% | +41.6% |
| 5Y | +58.3% | +24.0% | +34.3% | +43.4% |
| All | +273.3% | +123.7% | +149.5% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling