+46.5%
AR vs JBHT
+194.3%
-147.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.4% |
| 7D | -11.7% | -1.4% | -10.3% | -11.3% |
| 30D | +1.8% | -3.1% | +4.9% | +2.8% |
| 3M | +6.0% | -19.5% | +25.5% | +14.6% |
| 6M | -7.0% | -9.6% | +2.5% | -5.2% |
| YTD | +5.6% | +13.3% | -7.7% | -4.0% |
| 1Y | +10.8% | +29.7% | -18.9% | -5.6% |
| 3Y | +19.3% | +28.3% | -9.0% | -3.4% |
| 5Y | +73.3% | +18.5% | +54.9% | +42.1% |
| All | +46.5% | +194.3% | -147.8% | -24.3% |
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