+189.7%
JBHT vs CASY
+555.0%
-365.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.7% | -4.2% |
| 7D | -1.4% | +1.8% | -3.2% | -1.9% |
| 30D | -3.1% | +11.2% | -14.2% | -6.0% |
| 3M | -19.5% | -19.1% | -0.5% | -15.1% |
| 6M | -9.6% | -19.9% | +10.3% | -5.3% |
| YTD | +13.3% | +25.2% | -11.9% | +2.5% |
| 1Y | +29.7% | +31.6% | -1.9% | +15.1% |
| 3Y | +28.3% | +155.4% | -127.1% | -12.4% |
| 5Y | +18.5% | +251.5% | -233.1% | -29.5% |
| All | +189.7% | +555.0% | -365.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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