+29.1%
ABNB vs JBHT
+77.4%
-48.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.2% |
| 7D | -1.7% | +7.0% | -8.7% | -4.2% |
| 30D | +11.8% | +0.5% | +11.3% | +11.5% |
| 3M | +0.9% | -17.4% | +18.2% | +7.6% |
| 6M | +40.5% | -1.7% | +42.2% | +38.1% |
| YTD | +37.6% | +20.7% | +16.9% | +23.0% |
| 1Y | +54.1% | +41.1% | +13.0% | +28.5% |
| 3Y | +56.8% | +38.0% | +18.8% | +27.0% |
| 5Y | -9.6% | +22.5% | -32.0% | -26.4% |
| All | +29.1% | +77.4% | -48.4% | +0.3% |
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