+469.8%
AVGO vs JBHT
+15.0%
+454.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.6% | -6.9% | -9.3% |
| 7D | -15.5% | -1.4% | -14.1% | -15.0% |
| 30D | -22.4% | -3.1% | -19.4% | -21.7% |
| 3M | -30.2% | -19.5% | -10.6% | -25.6% |
| 6M | -31.6% | -9.6% | -22.0% | -30.5% |
| YTD | -15.3% | +13.3% | -28.6% | -21.5% |
| 1Y | -18.2% | +29.7% | -47.9% | -28.1% |
| 3Y | +241.2% | +28.3% | +212.9% | +190.3% |
| 5Y | +469.8% | +18.5% | +451.3% | +384.9% |
| All | +469.8% | +15.0% | +454.8% | +384.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling