+109.3%
INTC vs JBHT
+192.0%
-82.7%
-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% | +0.4% | -1.4% | -1.1% |
| 30D | -43.3% | -2.0% | -41.3% | -42.8% |
| 3M | -41.6% | -16.3% | -25.3% | -37.3% |
| 6M | -52.5% | -8.2% | -44.2% | -51.6% |
| YTD | +60.9% | +16.3% | +44.6% | +46.6% |
| 1Y | +55.7% | +32.2% | +23.5% | +33.6% |
| 3Y | +59.2% | +34.4% | +24.8% | +30.0% |
| 5Y | +25.0% | +20.3% | +4.7% | +5.2% |
| 10Y | +109.3% | +185.2% | -76.0% | +20.5% |
| All | +109.3% | +192.0% | -82.7% | +20.5% |
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