+149.8%
JBHT vs INVH
+75.1%
+74.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +0.4% | +1.3% | -0.8% | -0.1% |
| 30D | -2.0% | +1.5% | -3.5% | -2.6% |
| 3M | -16.3% | -9.4% | -6.9% | -12.8% |
| 6M | -8.2% | -3.3% | -5.0% | -7.2% |
| YTD | +16.3% | +1.2% | +15.1% | +15.0% |
| 1Y | +32.2% | +1.5% | +30.7% | +30.4% |
| 3Y | +34.4% | -2.4% | +36.8% | +33.0% |
| 5Y | +20.3% | -20.6% | +40.9% | +28.3% |
| All | +149.8% | +75.1% | +74.7% | +95.0% |
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