+616.9%
GOOGL vs JBHT
+192.4%
+424.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +1.8% | -1.6% | +3.4% | +2.3% |
| 30D | -18.8% | -2.3% | -16.5% | -18.3% |
| 3M | -20.3% | -18.5% | -1.9% | -15.9% |
| 6M | -28.4% | -11.3% | -17.1% | -26.9% |
| YTD | -8.8% | +12.6% | -21.4% | -14.4% |
| 1Y | +0.3% | +29.8% | -29.5% | -10.3% |
| 3Y | +120.7% | +28.1% | +92.6% | +90.9% |
| 5Y | +93.1% | +17.7% | +75.5% | +69.3% |
| All | +616.9% | +192.4% | +424.5% | +414.5% |
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