+69.7%
DD vs JBHT
+272.5%
-202.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.9% |
| 7D | -3.5% | +4.9% | -8.4% | -5.7% |
| 30D | -10.3% | +0.6% | -10.9% | -10.8% |
| 3M | -7.5% | -3.2% | -4.3% | -6.9% |
| 6M | -8.0% | +17.0% | -25.0% | -15.8% |
| YTD | +10.5% | +41.7% | -31.2% | -7.8% |
| 1Y | +38.3% | +90.0% | -51.7% | -1.6% |
| 3Y | +42.5% | +47.0% | -4.5% | +11.6% |
| 5Y | +60.2% | +58.3% | +1.9% | +16.5% |
| All | +69.7% | +272.5% | -202.8% | -21.2% |
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