+2,628.7%
AVGO vs JBHT
+272.5%
+2,356.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.9% |
| 7D | -3.0% | +4.9% | -7.8% | -4.9% |
| 30D | -14.4% | +0.6% | -15.0% | -14.8% |
| 3M | -14.4% | -3.2% | -11.2% | -14.0% |
| 6M | +13.1% | +17.0% | -3.8% | +4.6% |
| YTD | +3.8% | +41.7% | -37.9% | -12.0% |
| 1Y | +17.8% | +90.0% | -72.2% | -13.7% |
| 3Y | +325.3% | +47.0% | +278.3% | +239.9% |
| 5Y | +689.9% | +58.3% | +631.6% | +493.5% |
| All | +2,628.7% | +272.5% | +2,356.2% | +1,171.3% |
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