+156.2%
ALL vs JBHT
+15.0%
+141.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.4% |
| 7D | +4.2% | -1.4% | +5.6% | +4.4% |
| 30D | +18.9% | -3.1% | +22.0% | +19.3% |
| 3M | +1.2% | -19.5% | +20.8% | +3.7% |
| 6M | +23.2% | -9.6% | +32.8% | +23.7% |
| YTD | +30.0% | +13.3% | +16.7% | +25.6% |
| 1Y | +39.6% | +29.7% | +9.9% | +31.9% |
| 3Y | +115.2% | +28.3% | +86.9% | +99.7% |
| 5Y | +156.2% | +18.5% | +137.8% | +129.2% |
| All | +156.2% | +15.0% | +141.3% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling