+98.2%
DD vs JBHT
+182.5%
-84.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.6% |
| 7D | +5.0% | +7.0% | -2.1% | +1.8% |
| 30D | +19.7% | +0.5% | +19.2% | +19.3% |
| 3M | +7.2% | -17.4% | +24.5% | +15.7% |
| 6M | +1.0% | -1.7% | +2.8% | -0.6% |
| YTD | +29.1% | +20.7% | +8.4% | +14.7% |
| 1Y | +28.5% | +41.1% | -12.6% | +5.8% |
| 3Y | +89.4% | +38.0% | +51.5% | +50.8% |
| 5Y | +67.1% | +22.5% | +44.7% | +37.2% |
| All | +98.2% | +182.5% | -84.2% | -1.6% |
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