+184.7%
JBHT vs ITUB
+143.4%
+41.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.7% |
| 7D | +0.2% | +5.5% | -5.3% | -0.7% |
| 30D | -2.2% | -25.6% | +23.4% | +2.6% |
| 3M | -16.5% | -4.7% | -11.8% | -16.7% |
| 6M | -8.4% | -8.6% | +0.2% | -8.2% |
| YTD | +16.1% | +7.9% | +8.1% | +12.6% |
| 1Y | +31.9% | +11.2% | +20.7% | +27.1% |
| 3Y | +34.1% | +82.6% | -48.5% | +16.2% |
| 5Y | +20.1% | +192.7% | -172.6% | -6.9% |
| 10Y | +184.7% | +144.7% | +40.0% | +127.0% |
| All | +184.7% | +143.4% | +41.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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