+99.7%
DD vs JBHT
+186.6%
-86.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.7% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +20.7% | -1.1% | +21.8% | +21.2% |
| 3M | +11.3% | -14.8% | +26.1% | +18.4% |
| 6M | +6.0% | -7.4% | +13.4% | +7.2% |
| YTD | +31.7% | +17.3% | +14.4% | +18.6% |
| 1Y | +32.2% | +35.3% | -3.1% | +11.1% |
| 3Y | +92.7% | +33.9% | +58.7% | +55.6% |
| 5Y | +72.1% | +22.5% | +49.6% | +40.9% |
| 10Y | +99.7% | +181.3% | -81.7% | +1.0% |
| All | +99.7% | +186.6% | -86.9% | +1.0% |
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