+17.1%
COST vs JBHT
+32.1%
-14.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.1% |
| 7D | +2.5% | +0.4% | +2.0% | +2.4% |
| 30D | +12.8% | -2.0% | +14.7% | +12.8% |
| 3M | +12.7% | -16.3% | +28.9% | +13.0% |
| 6M | +6.0% | -8.2% | +14.3% | +5.7% |
| YTD | +24.4% | +16.3% | +8.1% | +19.7% |
| All | +17.1% | +32.1% | -14.9% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling