+273.3%
JBHT vs FIVE
+478.4%
-205.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.6% |
| 7D | +4.9% | +4.3% | +0.6% | +3.8% |
| 30D | +0.6% | +12.5% | -11.9% | -2.6% |
| 3M | -3.2% | +31.2% | -34.4% | -10.0% |
| 6M | +17.0% | +14.4% | +2.6% | +11.8% |
| YTD | +41.7% | +33.9% | +7.8% | +30.1% |
| 1Y | +90.0% | +65.1% | +24.9% | +64.8% |
| 3Y | +47.0% | +49.0% | -2.0% | +22.7% |
| 5Y | +58.3% | +30.3% | +28.0% | +31.4% |
| All | +273.3% | +478.4% | -205.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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