+189.7%
JBHT vs COO
+43.8%
+145.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.1% | -3.0% |
| 7D | -1.4% | +5.3% | -6.6% | -3.3% |
| 30D | -3.1% | +12.5% | -15.6% | -7.4% |
| 3M | -19.5% | -15.1% | -4.4% | -15.2% |
| 6M | -9.6% | +3.7% | -13.3% | -12.3% |
| YTD | +13.3% | -22.5% | +35.8% | +23.3% |
| 1Y | +29.7% | -7.8% | +37.5% | +31.5% |
| 3Y | +28.3% | -24.1% | +52.4% | +36.1% |
| 5Y | +18.5% | -40.1% | +58.6% | +34.6% |
| All | +189.7% | +43.8% | +145.8% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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