+273.3%
JBHT vs CASY
+505.6%
-232.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +0.6% | -11.3% | +11.9% | +3.9% |
| 3M | -3.2% | -0.6% | -2.6% | -4.3% |
| 6M | +17.0% | +10.7% | +6.2% | +11.2% |
| YTD | +41.7% | +37.1% | +4.5% | +25.7% |
| 1Y | +90.0% | +52.3% | +37.7% | +62.2% |
| 3Y | +47.0% | +215.2% | -168.2% | -5.6% |
| 5Y | +58.3% | +276.5% | -218.2% | -6.2% |
| All | +273.3% | +505.6% | -232.3% | +81.8% |
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