+2,655.3%
DELL vs JBHT
+192.0%
+2,463.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.0% |
| 7D | -11.8% | +0.4% | -12.3% | -11.8% |
| 30D | -40.8% | -2.0% | -38.9% | -40.3% |
| 3M | -23.6% | -16.3% | -7.3% | -17.9% |
| 6M | +33.4% | -8.2% | +41.6% | +36.7% |
| YTD | +178.0% | +16.3% | +161.7% | +157.6% |
| 1Y | +138.6% | +32.2% | +106.3% | +109.3% |
| 3Y | +400.9% | +34.4% | +366.5% | +319.7% |
| 5Y | +580.7% | +20.3% | +560.4% | +485.4% |
| 10Y | +2,655.3% | +185.2% | +2,470.0% | +1,674.5% |
| All | +2,655.3% | +192.0% | +2,463.3% | +1,674.5% |
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