+81.1%
F vs JBHT
+194.3%
-113.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | +0.6% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | +2.0% | -3.1% | +5.1% | +3.4% |
| 3M | -10.4% | -19.5% | +9.2% | -1.4% |
| 6M | +9.7% | -9.6% | +19.3% | +12.9% |
| YTD | -1.2% | +13.3% | -14.5% | -10.3% |
| 1Y | 0.0% | +29.7% | -29.6% | -15.4% |
| 3Y | +41.1% | +28.3% | +12.8% | +13.8% |
| 5Y | -11.4% | +18.5% | -29.9% | -26.7% |
| All | +81.1% | +194.3% | -113.2% | -17.0% |
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