+178.9%
IJH vs JBHT
+184.1%
-5.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | 0.0% | +1.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.3% | -2.0% | +3.3% | +2.0% |
| 3M | -4.1% | -16.3% | +12.2% | +2.3% |
| 6M | +1.1% | -8.2% | +9.3% | +2.9% |
| YTD | +13.6% | +16.3% | -2.7% | +3.5% |
| 1Y | +16.0% | +32.2% | -16.2% | -0.3% |
| 3Y | +60.9% | +34.4% | +26.5% | +31.6% |
| 5Y | +37.9% | +20.3% | +17.6% | +15.7% |
| All | +178.9% | +184.1% | -5.2% | +47.5% |
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