+14.6%
AGG vs JBHT
+273.4%
-258.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | 0.0% |
| 7D | -0.2% | +4.9% | -5.0% | -0.2% |
| 30D | -0.4% | +0.6% | -1.0% | -0.4% |
| 3M | -0.7% | -3.2% | +2.5% | -0.7% |
| 6M | -1.5% | +17.0% | -18.5% | -1.6% |
| YTD | -0.3% | +41.7% | -41.9% | -0.4% |
| 1Y | +1.3% | +90.0% | -88.7% | +1.1% |
| 3Y | +13.2% | +47.0% | -33.7% | +13.0% |
| 5Y | -1.4% | +58.3% | -59.7% | -1.5% |
| All | +14.6% | +273.4% | -258.9% | +17.9% |
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