+274.2%
JBHT vs ITUB
+188.9%
+85.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +4.9% | +8.7% | -3.8% | +3.2% |
| 30D | +0.6% | -0.7% | +1.3% | +0.6% |
| 3M | -3.2% | +7.8% | -11.0% | -4.9% |
| 6M | +17.0% | -3.4% | +20.4% | +17.3% |
| YTD | +41.7% | +16.3% | +25.4% | +37.1% |
| 1Y | +90.0% | +29.8% | +60.2% | +79.7% |
| 3Y | +47.0% | +111.1% | -64.1% | +25.3% |
| 5Y | +58.3% | +173.6% | -115.2% | +25.4% |
| All | +274.2% | +188.9% | +85.3% | +186.2% |
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