+104.1%
IT vs JBHT
+272.5%
-168.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.6% |
| 7D | -6.0% | +4.9% | -10.9% | -7.6% |
| 30D | 0.0% | +0.6% | -0.6% | -0.6% |
| 3M | +13.1% | -3.2% | +16.3% | +13.9% |
| 6M | +11.7% | +17.0% | -5.3% | +4.4% |
| YTD | -26.1% | +41.7% | -67.8% | -36.0% |
| 1Y | -21.3% | +90.0% | -111.2% | -39.9% |
| 3Y | -46.7% | +47.0% | -93.7% | -56.2% |
| 5Y | -40.5% | +58.3% | -98.8% | -53.9% |
| All | +104.1% | +272.5% | -168.4% | +13.4% |
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