+3.2%
CMCSA vs JBHT
+176.2%
-172.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | +4.2% | -4.8% | -1.8% |
| 30D | +18.8% | -0.4% | +19.2% | +18.8% |
| 3M | -1.1% | -17.3% | +16.2% | +4.0% |
| 6M | +2.5% | -3.5% | +6.0% | +2.5% |
| YTD | -6.7% | +18.0% | -24.8% | -12.5% |
| 1Y | 0.0% | +35.5% | -35.6% | -10.2% |
| 3Y | -28.9% | +34.8% | -63.7% | -38.0% |
| 5Y | -41.1% | +19.7% | -60.9% | -48.0% |
| All | +3.2% | +176.2% | -172.9% | -34.5% |
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