+232.9%
ABT vs JBHT
+191.4%
+41.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +11.6% | -2.2% | +13.8% | +12.1% |
| 3M | +3.1% | -16.5% | +19.6% | +6.9% |
| 6M | +32.8% | -8.4% | +41.2% | +34.3% |
| YTD | -9.6% | +16.1% | -25.7% | -14.3% |
| 1Y | -10.4% | +31.9% | -42.3% | -17.8% |
| 3Y | +25.8% | +34.1% | -8.3% | +11.2% |
| 5Y | -3.4% | +20.1% | -23.5% | -13.8% |
| 10Y | +232.9% | +184.7% | +48.2% | +103.6% |
| All | +232.9% | +191.4% | +41.4% | +103.6% |
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