+758.9%
COST vs JBHT
+186.6%
+572.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +4.6% | +0.9% | +3.7% | +4.4% |
| 30D | +12.8% | -1.1% | +13.9% | +12.9% |
| 3M | +12.1% | -14.8% | +26.9% | +15.3% |
| 6M | +6.0% | -7.4% | +13.5% | +6.6% |
| YTD | +24.4% | +17.3% | +7.0% | +17.7% |
| 1Y | +17.1% | +35.3% | -18.2% | +7.0% |
| 3Y | +92.2% | +33.9% | +58.2% | +70.4% |
| 5Y | +122.5% | +22.5% | +100.0% | +98.7% |
| 10Y | +758.9% | +181.3% | +577.6% | +481.7% |
| All | +758.9% | +186.6% | +572.3% | +481.7% |
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