+20.7%
JBHT vs COO
-40.7%
+61.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | +0.9% | +4.5% | -3.6% | -0.7% |
| 30D | -1.1% | +16.9% | -18.0% | -6.8% |
| 3M | -14.8% | -16.7% | +1.9% | -9.3% |
| 6M | -7.4% | +5.9% | -13.4% | -11.0% |
| YTD | +17.3% | -22.4% | +39.8% | +28.2% |
| 1Y | +35.3% | -10.1% | +45.4% | +39.0% |
| 3Y | +33.9% | -22.8% | +56.7% | +40.0% |
| All | +20.7% | -40.7% | +61.4% | +33.3% |
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