+21.9%
DIS vs JBHT
+272.5%
-250.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.7% |
| 7D | -2.6% | +4.9% | -7.5% | -4.3% |
| 30D | +3.5% | +0.6% | +2.9% | +2.9% |
| 3M | +6.8% | -3.2% | +10.0% | +7.3% |
| 6M | +3.0% | +17.0% | -14.0% | -4.2% |
| YTD | -6.7% | +41.7% | -48.4% | -19.5% |
| 1Y | -10.1% | +90.0% | -100.1% | -31.8% |
| 3Y | +33.0% | +47.0% | -13.9% | +8.5% |
| 5Y | -40.0% | +58.3% | -98.3% | -53.7% |
| All | +21.9% | +272.5% | -250.7% | -34.9% |
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