+2,505.9%
DELL vs JBHT
+192.4%
+2,313.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +4.0% |
| 7D | -22.6% | -1.6% | -21.0% | -21.9% |
| 30D | -43.2% | -2.3% | -40.9% | -42.6% |
| 3M | -24.8% | -18.5% | -6.4% | -18.4% |
| 6M | +38.0% | -11.3% | +49.3% | +43.6% |
| YTD | +163.7% | +12.6% | +151.2% | +147.9% |
| 1Y | +122.5% | +29.8% | +92.8% | +96.8% |
| 3Y | +377.0% | +28.1% | +348.9% | +308.2% |
| 5Y | +542.6% | +17.7% | +524.9% | +457.9% |
| All | +2,505.9% | +192.4% | +2,313.5% | +1,646.6% |
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