+89.2%
IT vs JBHT
+182.5%
-93.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.1% |
| 7D | +1.1% | +7.0% | -6.0% | -1.3% |
| 30D | -1.8% | +0.5% | -2.4% | -2.1% |
| 3M | +4.8% | -17.4% | +22.2% | +11.2% |
| 6M | +33.0% | -1.7% | +34.7% | +32.3% |
| YTD | -23.8% | +20.7% | -44.6% | -30.7% |
| 1Y | -16.5% | +41.1% | -57.6% | -28.5% |
| 3Y | -53.6% | +38.0% | -91.6% | -61.5% |
| 5Y | -42.1% | +22.5% | -64.6% | -50.7% |
| All | +89.2% | +182.5% | -93.3% | +13.6% |
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