+602.6%
ABBV vs JBHT
+183.5%
+419.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +5.6% | -0.1% | +5.7% | +5.5% |
| 3M | +18.7% | -14.0% | +32.7% | +21.4% |
| 6M | +47.4% | -5.1% | +52.5% | +47.7% |
| YTD | +33.0% | +18.0% | +14.9% | +27.0% |
| 1Y | +34.9% | +36.5% | -1.6% | +25.0% |
| 3Y | +135.2% | +34.8% | +100.4% | +113.1% |
| 5Y | +202.1% | +21.4% | +180.6% | +174.1% |
| 10Y | +602.6% | +178.0% | +424.6% | +389.0% |
| All | +602.6% | +183.5% | +419.1% | +389.0% |
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