+304.8%
CSCO vs JBHT
+192.4%
+112.5%
-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 | -22.4% | -18.5% | -3.9% | -17.4% |
| 6M | +2.8% | -11.3% | +14.1% | +5.8% |
| YTD | +23.6% | +12.6% | +11.0% | +16.8% |
| 1Y | +34.0% | +29.8% | +4.3% | +20.4% |
| 3Y | +89.3% | +28.1% | +61.2% | +64.3% |
| 5Y | +87.9% | +17.7% | +70.2% | +63.5% |
| All | +304.8% | +192.4% | +112.5% | +126.0% |
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 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