+35.3%
JBHT vs CHD
+31.5%
+3.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.9% | +2.4% | -1.4% | +0.7% |
| 30D | -1.1% | +13.9% | -15.0% | -2.2% |
| 3M | -14.8% | +8.5% | -23.3% | -15.0% |
| 6M | -7.4% | +20.4% | -27.8% | -10.0% |
| YTD | +17.3% | +34.5% | -17.2% | +14.8% |
| 1Y | +35.3% | +33.8% | +1.6% | +32.1% |
| All | +35.3% | +31.5% | +3.9% | +32.1% |
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