+259.6%
ICE vs JBHT
+192.4%
+67.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | +12.9% | -2.3% | +15.2% | +13.4% |
| 3M | +15.4% | -18.5% | +33.9% | +20.3% |
| 6M | +13.1% | -11.3% | +24.4% | +14.8% |
| YTD | +7.5% | +12.6% | -5.1% | +1.9% |
| 1Y | +18.3% | +29.8% | -11.4% | +8.1% |
| 3Y | +65.9% | +28.1% | +37.8% | +47.4% |
| 5Y | +35.2% | +17.7% | +17.5% | +20.9% |
| All | +259.6% | +192.4% | +67.2% | +120.0% |
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