+363.8%
ALL vs JBHT
+192.0%
+171.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.1% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | +10.6% | -2.0% | +12.6% | +11.0% |
| 3M | -4.6% | -16.3% | +11.7% | -1.0% |
| 6M | +20.2% | -8.2% | +28.4% | +21.0% |
| YTD | +23.7% | +16.3% | +7.4% | +16.2% |
| 1Y | +27.9% | +32.2% | -4.3% | +15.8% |
| 3Y | +109.2% | +34.4% | +74.8% | +81.7% |
| 5Y | +148.0% | +20.3% | +127.6% | +117.4% |
| 10Y | +363.8% | +185.2% | +178.5% | +178.2% |
| All | +363.8% | +192.0% | +171.8% | +178.2% |
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