+178.0%
JBHT vs ITUB
+176.3%
+1.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | +0.5% | +3.7% | -3.2% | -0.2% |
| 30D | -0.1% | -24.9% | +24.8% | +4.7% |
| 3M | -14.0% | +0.8% | -14.8% | -15.2% |
| 6M | -5.1% | -6.6% | +1.5% | -5.3% |
| YTD | +18.0% | +7.8% | +10.2% | +14.5% |
| 1Y | +36.5% | +7.4% | +29.2% | +32.4% |
| 3Y | +34.8% | +78.8% | -44.0% | +17.0% |
| 5Y | +21.4% | +179.9% | -158.5% | -5.5% |
| 10Y | +178.0% | +170.9% | +7.1% | +121.9% |
| All | +178.0% | +176.3% | +1.7% | +121.9% |
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