+149.9%
IBM vs JBHT
+192.0%
-42.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | -0.4% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +8.4% | -2.0% | +10.3% | +8.8% |
| 3M | +4.5% | -16.3% | +20.8% | +9.2% |
| 6M | +7.9% | -8.2% | +16.1% | +9.7% |
| YTD | -15.2% | +16.3% | -31.5% | -19.9% |
| 1Y | -17.6% | +32.2% | -49.8% | -25.1% |
| 3Y | +82.1% | +34.4% | +47.7% | +59.3% |
| 5Y | +143.3% | +20.3% | +123.0% | +114.2% |
| 10Y | +149.9% | +185.2% | -35.3% | +49.7% |
| All | +149.9% | +192.0% | -42.1% | +49.7% |
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