+301.0%
CSCO vs JBHT
+182.6%
+118.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -10.2% | -1.6% | -8.6% | -9.6% |
| 30D | -20.1% | -2.3% | -17.8% | -19.5% |
| 3M | -22.1% | -18.5% | -3.6% | -17.1% |
| 6M | +3.2% | -11.3% | +14.5% | +6.2% |
| YTD | +24.1% | +12.6% | +11.5% | +17.3% |
| 1Y | +34.6% | +29.8% | +4.8% | +20.9% |
| 3Y | +90.0% | +28.1% | +61.9% | +65.0% |
| 5Y | +88.6% | +17.7% | +70.9% | +64.1% |
| All | +301.0% | +182.6% | +118.3% | +124.3% |
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 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