+35.5%
JBHT vs CHD
+32.9%
+2.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | -0.4% | +11.6% | -12.0% | -1.4% |
| 3M | -17.3% | +10.7% | -28.0% | -17.9% |
| 6M | -3.5% | +20.2% | -23.7% | -6.3% |
| YTD | +18.0% | +34.5% | -16.5% | +15.2% |
| 1Y | +35.5% | +32.6% | +3.0% | +32.7% |
| All | +35.5% | +32.9% | +2.6% | +32.7% |
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