+48.6%
AR vs JBHT
+272.5%
-223.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.8% |
| 7D | +2.5% | +4.9% | -2.4% | +0.4% |
| 30D | +14.8% | +0.6% | +14.2% | +14.0% |
| 3M | +6.2% | -3.2% | +9.4% | +6.6% |
| 6M | +4.3% | +17.0% | -12.7% | -4.6% |
| YTD | +14.4% | +41.7% | -27.3% | -4.4% |
| 1Y | +21.3% | +90.0% | -68.6% | -13.6% |
| 3Y | +39.8% | +47.0% | -7.2% | +8.7% |
| 5Y | +142.1% | +58.3% | +83.8% | +74.5% |
| All | +48.6% | +272.5% | -223.9% | -34.6% |
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