+700.7%
GOOGL vs JBHT
+176.2%
+524.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.7% | +4.2% | +1.5% | +4.4% |
| 30D | -15.6% | -0.4% | -15.2% | -15.5% |
| 3M | -13.0% | -17.3% | +4.3% | -8.4% |
| 6M | -22.8% | -3.5% | -19.3% | -23.2% |
| YTD | -4.4% | +18.0% | -22.4% | -11.5% |
| 1Y | +4.5% | +35.5% | -31.1% | -7.8% |
| 3Y | +127.4% | +34.8% | +92.7% | +93.4% |
| 5Y | +102.8% | +19.7% | +83.1% | +76.9% |
| All | +700.7% | +176.2% | +524.5% | +420.4% |
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