+264.9%
ICE vs JBHT
+182.5%
+82.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.2% |
| 7D | +3.6% | +7.0% | -3.4% | +2.0% |
| 30D | +15.1% | +0.5% | +14.6% | +14.8% |
| 3M | +15.4% | -17.4% | +32.7% | +19.9% |
| 6M | +16.1% | -1.7% | +17.8% | +15.1% |
| YTD | +11.4% | +20.7% | -9.4% | +4.0% |
| 1Y | +18.5% | +41.1% | -22.6% | +6.1% |
| 3Y | +70.5% | +38.0% | +32.5% | +48.8% |
| 5Y | +40.9% | +22.5% | +18.5% | +25.2% |
| All | +264.9% | +182.5% | +82.4% | +126.4% |
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