+34.5%
D vs JBHT
+272.5%
-238.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | +0.4% | +4.9% | -4.4% | -0.5% |
| 30D | -3.6% | +0.6% | -4.1% | -3.8% |
| 3M | -1.0% | -3.2% | +2.2% | -0.7% |
| 6M | +6.3% | +17.0% | -10.7% | +2.2% |
| YTD | +14.7% | +41.7% | -26.9% | +5.7% |
| 1Y | +16.9% | +90.0% | -73.0% | +0.2% |
| 3Y | +56.8% | +47.0% | +9.8% | +40.0% |
| 5Y | +5.2% | +58.3% | -53.1% | -10.2% |
| All | +34.5% | +272.5% | -238.0% | -16.4% |
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