+11,207.6%
JBHT vs COO
+5,988.7%
+5,218.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.9% |
| 7D | +4.9% | -2.2% | +7.1% | +5.1% |
| 30D | +0.6% | -7.0% | +7.6% | +1.2% |
| 3M | -3.2% | +12.2% | -15.4% | -4.2% |
| 6M | +17.0% | -15.1% | +32.1% | +18.5% |
| YTD | +41.7% | -15.1% | +56.7% | +43.5% |
| 1Y | +90.0% | +2.3% | +87.6% | +89.5% |
| 3Y | +47.0% | -23.7% | +70.7% | +49.6% |
| 5Y | +58.3% | -38.9% | +97.2% | +63.5% |
| 10Y | +273.9% | +49.9% | +224.0% | +262.3% |
| All | +11,207.6% | +5,988.7% | +5,218.9% | +9,293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling