+2,660.6%
AVGO vs JBHT
+182.5%
+2,478.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.0% | -5.7% |
| 7D | +18.2% | +7.0% | +11.1% | +15.1% |
| 30D | +0.2% | +0.5% | -0.3% | +0.1% |
| 3M | -16.8% | -17.4% | +0.6% | -11.0% |
| 6M | -16.5% | -1.7% | -14.7% | -17.5% |
| YTD | +0.8% | +20.7% | -19.9% | -9.7% |
| 1Y | +2.8% | +41.1% | -38.3% | -14.0% |
| 3Y | +278.5% | +38.0% | +240.6% | +206.3% |
| 5Y | +573.1% | +22.5% | +550.6% | +461.8% |
| All | +2,660.6% | +182.5% | +2,478.1% | +1,506.1% |
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