+34.9%
JBHT vs ITOT
+78.3%
-43.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +4.2% | +3.3% | +0.9% | +0.9% |
| 30D | -0.4% | -2.5% | +2.1% | +1.9% |
| 3M | -17.3% | -2.3% | -15.0% | -15.5% |
| 6M | -3.5% | +3.0% | -6.5% | -6.7% |
| YTD | +18.0% | +11.9% | +6.1% | +5.1% |
| 1Y | +35.5% | +12.0% | +23.5% | +20.5% |
| All | +34.9% | +78.3% | -43.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling