+205.4%
JBHT vs INVH
+79.7%
+125.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +7.1% | -3.1% | +10.3% | +8.5% |
| 30D | +2.3% | -7.1% | +9.4% | +5.4% |
| 3M | -4.5% | -3.0% | -1.5% | -3.4% |
| 6M | +29.2% | +10.1% | +19.1% | +23.7% |
| YTD | +42.2% | +3.8% | +38.3% | +39.1% |
| 1Y | +93.7% | -2.1% | +95.8% | +94.0% |
| 3Y | +53.2% | -7.0% | +60.2% | +54.7% |
| 5Y | +62.4% | -20.6% | +83.0% | +72.9% |
| All | +205.4% | +79.7% | +125.7% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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