+43.8%
D vs JBHT
+194.3%
-150.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.5% |
| 7D | +6.9% | -1.4% | +8.3% | +7.2% |
| 30D | +12.3% | -3.1% | +15.4% | +13.0% |
| 3M | +3.0% | -19.5% | +22.6% | +7.1% |
| 6M | +12.8% | -9.6% | +22.4% | +14.0% |
| YTD | +22.6% | +13.3% | +9.2% | +17.7% |
| 1Y | +21.7% | +29.7% | -8.0% | +13.3% |
| 3Y | +83.9% | +28.3% | +55.6% | +67.4% |
| 5Y | +14.0% | +18.5% | -4.5% | +3.6% |
| All | +43.8% | +194.3% | -150.5% | +14.7% |
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