+510.9%
JBHT vs INDA
+115.1%
+395.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | +0.7% | +4.2% | +4.6% |
| 30D | +0.6% | -0.8% | +1.4% | +0.9% |
| 3M | -3.2% | +3.9% | -7.1% | -4.8% |
| 6M | +17.0% | -0.7% | +17.7% | +17.2% |
| YTD | +41.7% | -7.7% | +49.3% | +46.1% |
| 1Y | +90.0% | -5.1% | +95.1% | +93.6% |
| 3Y | +47.0% | +13.6% | +33.3% | +39.1% |
| 5Y | +58.3% | +7.8% | +50.5% | +52.4% |
| 10Y | +273.9% | +84.6% | +189.3% | +185.7% |
| All | +510.9% | +115.1% | +395.7% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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