+701.9%
INSM vs JBHT
+182.5%
+519.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.7% |
| 7D | +5.9% | +7.0% | -1.1% | +3.1% |
| 30D | +23.9% | +0.5% | +23.4% | +23.5% |
| 3M | -4.1% | -17.4% | +13.3% | +2.4% |
| 6M | +2.7% | -1.7% | +4.4% | +0.5% |
| YTD | -30.4% | +20.7% | -51.1% | -38.2% |
| 1Y | -36.6% | +41.1% | -77.6% | -47.8% |
| 3Y | +406.9% | +38.0% | +369.0% | +299.6% |
| 5Y | +280.3% | +22.5% | +257.8% | +206.8% |
| All | +701.9% | +182.5% | +519.4% | +313.8% |
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