+31.5%
ABNB vs JBHT
+70.6%
-39.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -1.0% |
| 7D | +11.2% | +0.2% | +11.0% | +11.1% |
| 30D | +14.7% | -2.2% | +16.9% | +15.6% |
| 3M | +6.9% | -16.5% | +23.3% | +13.2% |
| 6M | +34.5% | -8.4% | +42.9% | +36.0% |
| YTD | +40.2% | +16.1% | +24.1% | +27.2% |
| 1Y | +57.4% | +31.9% | +25.5% | +34.9% |
| 3Y | +64.7% | +34.1% | +30.6% | +34.7% |
| 5Y | -2.3% | +20.1% | -22.4% | -19.3% |
| All | +31.5% | +70.6% | -39.1% | +3.7% |
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