+110.2%
COST vs JBHT
+58.3%
+52.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.5% |
| 7D | -3.1% | +4.9% | -8.0% | -3.9% |
| 30D | -2.8% | +0.6% | -3.4% | -3.0% |
| 3M | -5.7% | -3.2% | -2.5% | -5.4% |
| 6M | -8.8% | +17.0% | -25.7% | -11.9% |
| YTD | +6.7% | +41.7% | -35.0% | -0.9% |
| 1Y | -3.6% | +90.0% | -93.6% | -16.2% |
| 3Y | +75.1% | +47.0% | +28.1% | +58.8% |
| All | +110.2% | +58.3% | +52.0% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling