+361.1%
CSCO vs JBHT
+272.5%
+88.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.4% |
| 7D | -0.7% | +4.9% | -5.5% | -2.3% |
| 30D | -10.1% | +0.6% | -10.7% | -10.5% |
| 3M | -15.7% | -3.2% | -12.5% | -15.2% |
| 6M | +36.3% | +17.0% | +19.3% | +27.9% |
| YTD | +43.8% | +41.7% | +2.2% | +26.3% |
| 1Y | +63.9% | +90.0% | -26.0% | +28.1% |
| 3Y | +104.4% | +47.0% | +57.4% | +70.6% |
| 5Y | +111.4% | +58.3% | +53.0% | +65.2% |
| All | +361.1% | +272.5% | +88.6% | +132.9% |
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 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