+90.9%
IT vs JBHT
+183.5%
-92.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.9% |
| 7D | -6.8% | +0.5% | -7.3% | -7.0% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | +3.1% | -14.0% | +17.1% | +7.7% |
| 6M | +25.5% | -5.1% | +30.6% | +26.3% |
| YTD | -23.5% | +18.0% | -41.5% | -29.8% |
| 1Y | -16.6% | +36.5% | -53.2% | -27.8% |
| 3Y | -53.1% | +34.8% | -87.9% | -60.7% |
| 5Y | -41.4% | +21.4% | -62.9% | -50.0% |
| 10Y | +90.9% | +178.0% | -87.0% | +14.9% |
| All | +90.9% | +183.5% | -92.5% | +14.9% |
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