+2,281.1%
JBHT vs ITOT
+896.7%
+1,384.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +0.6% | 0.0% | +0.6% | +0.6% |
| 3M | -3.2% | +2.0% | -5.2% | -5.2% |
| 6M | +17.0% | +13.0% | +3.9% | +3.3% |
| YTD | +41.7% | +14.0% | +27.7% | +24.1% |
| 1Y | +90.0% | +19.9% | +70.1% | +57.8% |
| 3Y | +47.0% | +75.8% | -28.8% | -16.5% |
| 5Y | +58.3% | +73.8% | -15.5% | -9.7% |
| 10Y | +273.9% | +295.9% | -22.0% | -11.0% |
| All | +2,281.1% | +896.7% | +1,384.4% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling