+223.3%
INTC vs JBHT
+272.5%
-49.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.2% |
| 7D | +7.1% | +4.9% | +2.2% | +4.7% |
| 30D | -5.2% | +0.6% | -5.8% | -5.4% |
| 3M | -14.3% | -3.2% | -11.1% | -13.2% |
| 6M | +110.2% | +17.0% | +93.2% | +93.5% |
| YTD | +159.6% | +41.7% | +118.0% | +118.6% |
| 1Y | +289.3% | +90.0% | +199.3% | +180.4% |
| 3Y | +166.1% | +47.0% | +119.1% | +110.8% |
| 5Y | +94.4% | +58.3% | +36.1% | +44.8% |
| All | +223.3% | +272.5% | -49.2% | +43.5% |
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