-4.9%
DOW vs JBHT
+132.5%
-137.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.5% |
| 7D | -9.5% | -1.6% | -7.9% | -8.8% |
| 30D | +13.1% | -2.3% | +15.4% | +14.1% |
| 3M | +4.8% | -18.5% | +23.3% | +14.0% |
| 6M | -16.7% | -11.3% | -5.4% | -14.6% |
| YTD | +38.9% | +12.6% | +26.3% | +23.2% |
| 1Y | +48.3% | +29.8% | +18.5% | +21.5% |
| 3Y | -24.4% | +28.1% | -52.4% | -40.8% |
| 5Y | -29.2% | +17.7% | -46.9% | -44.8% |
| All | -4.9% | +132.5% | -137.4% | -62.6% |
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