+366.5%
ALL vs JBHT
+272.5%
+94.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -2.0% |
| 7D | 0.0% | +4.9% | -4.9% | -1.2% |
| 30D | -1.5% | +0.6% | -2.1% | -1.9% |
| 3M | +23.6% | -3.2% | +26.8% | +24.0% |
| 6M | +22.3% | +17.0% | +5.4% | +16.2% |
| YTD | +26.5% | +41.7% | -15.1% | +13.9% |
| 1Y | +27.0% | +90.0% | -63.0% | +4.2% |
| 3Y | +149.6% | +47.0% | +102.6% | +115.2% |
| 5Y | +118.1% | +58.3% | +59.8% | +77.2% |
| All | +366.5% | +272.5% | +94.0% | +170.8% |
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