+8,945.0%
JBHT vs CHD
+11,559.2%
-2,614.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -3.4% |
| 7D | -1.4% | +5.0% | -6.4% | -2.7% |
| 30D | -3.1% | +15.3% | -18.4% | -6.8% |
| 3M | -19.5% | +7.7% | -27.3% | -21.4% |
| 6M | -9.6% | +19.8% | -29.4% | -14.5% |
| YTD | +13.3% | +34.0% | -20.7% | +3.8% |
| 1Y | +29.7% | +30.1% | -0.4% | +19.7% |
| 3Y | +28.3% | +33.0% | -4.7% | +16.5% |
| 5Y | +18.5% | +33.1% | -14.7% | +6.5% |
| 10Y | +198.1% | +189.4% | +8.7% | +111.5% |
| All | +8,945.0% | +11,559.2% | -2,614.2% | +2,627.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling