+2,062.4%
AVGO vs JBHT
+192.4%
+1,870.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -9.9% | -1.6% | -8.3% | -9.3% |
| 30D | -22.0% | -2.3% | -19.7% | -21.3% |
| 3M | -30.0% | -18.5% | -11.6% | -24.9% |
| 6M | -30.7% | -11.3% | -19.5% | -28.8% |
| YTD | -14.7% | +12.6% | -27.2% | -21.4% |
| 1Y | -16.8% | +29.8% | -46.6% | -28.0% |
| 3Y | +244.4% | +28.1% | +216.3% | +187.4% |
| 5Y | +474.0% | +17.7% | +456.3% | +385.9% |
| All | +2,062.4% | +192.4% | +1,870.1% | +1,336.0% |
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