+149.6%
IBM vs JBHT
+192.4%
-42.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | +11.1% | -2.3% | +13.4% | +11.7% |
| 3M | +5.7% | -18.5% | +24.2% | +11.4% |
| 6M | +10.1% | -11.3% | +21.4% | +13.0% |
| YTD | -15.6% | +12.6% | -28.2% | -19.5% |
| 1Y | -19.5% | +29.8% | -49.3% | -26.5% |
| 3Y | +80.4% | +28.1% | +52.3% | +60.1% |
| 5Y | +140.0% | +17.7% | +122.3% | +112.3% |
| All | +149.6% | +192.4% | -42.8% | +54.1% |
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