+11,207.6%
JBHT vs CHD
+10,220.8%
+986.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | +4.9% | -2.7% | +7.6% | +5.7% |
| 30D | +0.6% | -4.6% | +5.2% | +1.7% |
| 3M | -3.2% | +5.0% | -8.2% | -4.8% |
| 6M | +17.0% | -3.2% | +20.2% | +17.5% |
| YTD | +41.7% | +18.6% | +23.0% | +34.4% |
| 1Y | +90.0% | +4.8% | +85.2% | +86.3% |
| 3Y | +47.0% | +6.1% | +40.8% | +42.0% |
| 5Y | +58.3% | +24.0% | +34.3% | +45.2% |
| 10Y | +273.9% | +124.5% | +149.5% | +184.4% |
| All | +11,207.6% | +10,220.8% | +986.8% | +3,429.6% |
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