+622.2%
GOOGL vs JBHT
+191.4%
+430.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.2% |
| 7D | +3.3% | +0.2% | +3.1% | +3.2% |
| 30D | -18.1% | -2.2% | -15.9% | -17.6% |
| 3M | -18.6% | -16.5% | -2.2% | -14.7% |
| 6M | -28.0% | -8.4% | -19.6% | -27.2% |
| YTD | -7.8% | +16.1% | -23.8% | -14.2% |
| 1Y | +3.6% | +31.9% | -28.3% | -7.7% |
| 3Y | +123.4% | +34.1% | +89.2% | +90.2% |
| 5Y | +95.3% | +20.1% | +75.2% | +70.2% |
| 10Y | +622.2% | +184.7% | +437.5% | +404.5% |
| All | +622.2% | +191.4% | +430.8% | +404.5% |
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