+230.2%
ABT vs JBHT
+176.2%
+54.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.6% | +4.2% | -9.8% | -6.5% |
| 30D | +5.2% | -0.4% | +5.6% | +5.2% |
| 3M | -2.7% | -17.3% | +14.6% | +1.2% |
| 6M | +28.8% | -3.5% | +32.3% | +28.7% |
| YTD | -12.3% | +18.0% | -30.3% | -17.1% |
| 1Y | -14.7% | +35.5% | -50.2% | -22.3% |
| 3Y | +21.6% | +34.8% | -13.2% | +7.4% |
| 5Y | -7.8% | +19.7% | -27.5% | -17.5% |
| All | +230.2% | +176.2% | +54.0% | +106.6% |
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