+511.3%
CBOE vs JBHT
+186.6%
+324.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.3% |
| 7D | +6.0% | +0.9% | +5.0% | +5.8% |
| 30D | +19.9% | -1.1% | +21.0% | +20.0% |
| 3M | +28.4% | -14.8% | +43.2% | +30.3% |
| 6M | +5.2% | -7.4% | +12.6% | +5.5% |
| YTD | +46.4% | +17.3% | +29.1% | +42.3% |
| 1Y | +41.8% | +35.3% | +6.5% | +35.2% |
| 3Y | +114.4% | +33.9% | +80.5% | +100.7% |
| 5Y | +202.9% | +22.5% | +180.4% | +183.1% |
| 10Y | +511.3% | +181.3% | +330.0% | +348.9% |
| All | +511.3% | +186.6% | +324.7% | +348.9% |
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 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