+132.4%
IBM vs JBHT
+272.5%
-140.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.7% |
| 7D | -0.3% | +4.9% | -5.2% | -1.7% |
| 30D | +0.3% | +0.6% | -0.3% | -0.1% |
| 3M | -21.6% | -3.2% | -18.4% | -21.1% |
| 6M | -4.7% | +17.0% | -21.6% | -9.6% |
| YTD | -19.1% | +41.7% | -60.7% | -27.4% |
| 1Y | -2.5% | +90.0% | -92.5% | -20.8% |
| 3Y | +74.2% | +47.0% | +27.2% | +49.7% |
| 5Y | +113.1% | +58.3% | +54.8% | +71.9% |
| All | +132.4% | +272.5% | -140.1% | +25.1% |
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