+189.7%
JBHT vs FIVE
+566.1%
-376.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.5% |
| 7D | -1.4% | -1.7% | +0.3% | -1.0% |
| 30D | -3.1% | +14.9% | -18.0% | -6.5% |
| 3M | -19.5% | +7.6% | -27.2% | -21.4% |
| 6M | -9.6% | +6.4% | -16.0% | -12.0% |
| YTD | +13.3% | +28.1% | -14.8% | +4.9% |
| 1Y | +29.7% | +54.7% | -25.0% | +14.4% |
| 3Y | +28.3% | +36.1% | -7.8% | +9.4% |
| 5Y | +18.5% | +14.9% | +3.6% | +1.5% |
| All | +189.7% | +566.1% | -376.4% | +69.6% |
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