+184.7%
JBHT vs CHD
+181.4%
+3.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.6% |
| 7D | +0.2% | +0.8% | -0.5% | 0.0% |
| 30D | -2.2% | +13.5% | -15.6% | -5.5% |
| 3M | -16.5% | +8.1% | -24.6% | -18.4% |
| 6M | -8.4% | +19.9% | -28.3% | -13.4% |
| YTD | +16.1% | +34.0% | -17.9% | +6.3% |
| 1Y | +31.9% | +29.8% | +2.1% | +21.8% |
| 3Y | +34.1% | +28.7% | +5.4% | +22.4% |
| 5Y | +20.1% | +31.8% | -11.7% | +7.1% |
| 10Y | +184.7% | +178.2% | +6.5% | +120.8% |
| All | +184.7% | +181.4% | +3.3% | +120.8% |
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