+20.3%
JBHT vs FIVE
+23.2%
-2.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.6% | -0.5% |
| 7D | +1.7% | +7.5% | -5.8% | -0.1% |
| 30D | -1.2% | +16.7% | -17.9% | -4.8% |
| 3M | -17.1% | +13.4% | -30.5% | -20.0% |
| 6M | -4.4% | +9.0% | -13.4% | -7.4% |
| YTD | +17.5% | +33.8% | -16.3% | +8.0% |
| 1Y | +32.6% | +61.2% | -28.6% | +16.5% |
| 3Y | +33.0% | +42.1% | -9.1% | +12.3% |
| 5Y | +20.3% | +21.4% | -1.1% | -0.7% |
| All | +20.3% | +23.2% | -2.8% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling