+306.1%
A vs JBHT
+194.3%
+111.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -1.7% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | +1.4% | -3.1% | +4.5% | +2.5% |
| 3M | +21.9% | -19.5% | +41.5% | +30.8% |
| 6M | +46.7% | -9.6% | +56.2% | +49.6% |
| YTD | +27.2% | +13.3% | +13.9% | +18.0% |
| 1Y | +17.9% | +29.7% | -11.8% | +3.6% |
| 3Y | +61.1% | +28.3% | +32.8% | +37.3% |
| 5Y | +13.8% | +18.5% | -4.6% | -2.1% |
| All | +306.1% | +194.3% | +111.8% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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