+95.6%
F vs JBHT
+272.5%
-177.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +0.1% |
| 7D | +5.3% | +4.9% | +0.5% | +2.8% |
| 30D | +4.6% | +0.6% | +4.0% | +4.0% |
| 3M | -3.7% | -3.2% | -0.5% | -2.8% |
| 6M | +16.8% | +17.0% | -0.1% | +6.4% |
| YTD | +15.3% | +41.7% | -26.4% | -5.3% |
| 1Y | +31.0% | +90.0% | -59.0% | -9.7% |
| 3Y | +45.4% | +47.0% | -1.5% | +11.3% |
| 5Y | +54.7% | +58.3% | -3.6% | +11.2% |
| All | +95.6% | +272.5% | -177.0% | -15.6% |
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