+120.4%
C vs JBHT
+21.5%
+99.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -2.4% | -1.2% | -1.3% | -2.2% |
| 3M | -8.4% | -17.1% | +8.8% | -3.2% |
| 6M | +0.3% | -4.4% | +4.7% | +0.1% |
| YTD | +9.1% | +17.5% | -8.4% | +0.7% |
| 1Y | +26.0% | +32.6% | -6.6% | +11.3% |
| 3Y | +221.2% | +33.0% | +188.1% | +174.3% |
| 5Y | +120.4% | +20.3% | +100.1% | +85.6% |
| All | +120.4% | +21.5% | +99.0% | +85.6% |
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