+99.0%
COST vs JBHT
+38.8%
+60.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.2% |
| 7D | +5.0% | +7.0% | -2.0% | +4.7% |
| 30D | +12.8% | +0.5% | +12.3% | +12.8% |
| 3M | +15.2% | -17.4% | +32.5% | +16.0% |
| 6M | +7.4% | -1.7% | +9.1% | +7.2% |
| YTD | +29.0% | +20.7% | +8.3% | +27.1% |
| 1Y | +20.3% | +41.1% | -20.8% | +17.6% |
| 3Y | +99.0% | +38.0% | +61.0% | +84.8% |
| All | +99.0% | +38.8% | +60.2% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling