+221.9%
C vs JBHT
+194.3%
+27.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.5% | -3.4% |
| 7D | -5.3% | -1.4% | -3.9% | -4.6% |
| 30D | -7.3% | -3.1% | -4.3% | -6.1% |
| 3M | -13.5% | -19.5% | +6.1% | -5.5% |
| 6M | -6.5% | -9.6% | +3.1% | -4.4% |
| YTD | +3.6% | +13.3% | -9.7% | -5.6% |
| 1Y | +18.9% | +29.7% | -10.8% | +1.3% |
| 3Y | +205.0% | +28.3% | +176.7% | +148.4% |
| 5Y | +109.4% | +18.5% | +90.9% | +71.1% |
| All | +221.9% | +194.3% | +27.6% | +31.1% |
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