+59.9%
JBHT vs COO
-38.8%
+98.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.4% |
| 7D | +4.9% | -2.2% | +7.1% | +5.8% |
| 30D | +0.6% | -7.0% | +7.6% | +3.4% |
| 3M | -3.2% | +12.2% | -15.4% | -8.0% |
| 6M | +17.0% | -15.1% | +32.1% | +24.3% |
| YTD | +41.7% | -15.1% | +56.7% | +50.5% |
| 1Y | +90.0% | +2.3% | +87.6% | +87.2% |
| 3Y | +47.0% | -23.7% | +70.7% | +56.5% |
| All | +59.9% | -38.8% | +98.6% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling