+223.5%
C vs JBHT
+192.4%
+31.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.4% | -1.6% | -0.8% | -1.6% |
| 30D | -6.0% | -2.3% | -3.7% | -5.1% |
| 3M | -10.5% | -18.5% | +7.9% | -2.9% |
| 6M | -5.7% | -11.3% | +5.6% | -2.7% |
| YTD | +4.1% | +12.6% | -8.4% | -4.8% |
| 1Y | +20.5% | +29.8% | -9.3% | +2.6% |
| 3Y | +208.1% | +28.1% | +180.0% | +151.0% |
| 5Y | +110.4% | +17.7% | +92.7% | +72.5% |
| All | +223.5% | +192.4% | +31.2% | +32.1% |
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