+767.5%
COST vs JBHT
+192.4%
+575.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +4.1% | -1.6% | +5.7% | +4.4% |
| 30D | +12.0% | -2.3% | +14.3% | +12.4% |
| 3M | +11.2% | -18.5% | +29.6% | +15.5% |
| 6M | +6.1% | -11.3% | +17.4% | +7.7% |
| YTD | +22.9% | +12.6% | +10.3% | +17.3% |
| 1Y | +14.7% | +29.8% | -15.0% | +5.7% |
| 3Y | +92.3% | +28.1% | +64.2% | +72.2% |
| 5Y | +116.6% | +17.7% | +98.9% | +95.1% |
| All | +767.5% | +192.4% | +575.1% | +474.1% |
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