+34.2%
DIS vs JBHT
+192.4%
-158.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +5.2% | -1.6% | +6.8% | +5.8% |
| 30D | +11.5% | -2.3% | +13.7% | +12.3% |
| 3M | +11.5% | -18.5% | +30.0% | +18.7% |
| 6M | +8.9% | -11.3% | +20.1% | +11.4% |
| YTD | +3.4% | +12.6% | -9.2% | -3.9% |
| 1Y | +7.2% | +29.8% | -22.6% | -5.7% |
| 3Y | +43.3% | +28.1% | +15.2% | +21.3% |
| 5Y | -31.4% | +17.7% | -49.1% | -41.2% |
| All | +34.2% | +192.4% | -158.2% | -20.9% |
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