+109.3%
INTC vs JBHT
+191.4%
-82.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -43.3% | -2.2% | -41.1% | -42.7% |
| 3M | -41.6% | -16.5% | -25.1% | -37.3% |
| 6M | -52.5% | -8.4% | -44.0% | -51.5% |
| YTD | +60.9% | +16.1% | +44.8% | +46.7% |
| 1Y | +55.7% | +31.9% | +23.8% | +33.7% |
| 3Y | +59.2% | +34.1% | +25.1% | +30.1% |
| 5Y | +25.0% | +20.1% | +4.9% | +5.2% |
| 10Y | +109.3% | +184.7% | -75.4% | +20.7% |
| All | +109.3% | +191.4% | -82.1% | +20.7% |
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