+13,701.4%
COST vs JBHT
+9,288.5%
+4,412.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.5% |
| 7D | +7.1% | -1.4% | +8.5% | +7.4% |
| 30D | +14.1% | -3.1% | +17.1% | +14.6% |
| 3M | +13.3% | -19.5% | +32.8% | +17.6% |
| 6M | +5.2% | -9.6% | +14.7% | +6.3% |
| YTD | +24.3% | +13.3% | +11.0% | +19.7% |
| 1Y | +14.6% | +29.7% | -15.0% | +7.4% |
| 3Y | +97.6% | +28.3% | +69.3% | +81.0% |
| 5Y | +119.1% | +18.5% | +100.6% | +102.2% |
| 10Y | +785.4% | +198.1% | +587.3% | +565.5% |
| All | +13,701.4% | +9,288.5% | +4,412.9% | +4,754.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling