+151.7%
IBM vs JBHT
+194.3%
-42.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -1.8% |
| 7D | -4.3% | -1.4% | -2.9% | -4.0% |
| 30D | +11.7% | -3.1% | +14.7% | +12.5% |
| 3M | +5.5% | -19.5% | +25.0% | +11.6% |
| 6M | +9.5% | -9.6% | +19.0% | +11.7% |
| YTD | -14.9% | +13.3% | -28.2% | -19.0% |
| 1Y | -17.4% | +29.7% | -47.0% | -24.4% |
| 3Y | +83.3% | +28.3% | +55.0% | +62.7% |
| 5Y | +142.1% | +18.5% | +123.6% | +113.7% |
| All | +151.7% | +194.3% | -42.6% | +55.1% |
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