-1.4%
DOW vs JBHT
+143.8%
-145.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | +15.7% | -0.1% | +15.8% | +15.4% |
| 3M | +5.3% | -14.0% | +19.3% | +11.6% |
| 6M | -14.2% | -5.1% | -9.1% | -15.0% |
| YTD | +43.9% | +18.0% | +25.9% | +24.7% |
| 1Y | +53.1% | +36.5% | +16.5% | +22.3% |
| 3Y | -21.8% | +34.8% | -56.6% | -40.3% |
| 5Y | -28.3% | +21.4% | -49.8% | -44.7% |
| All | -1.4% | +143.8% | -145.3% | -62.2% |
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