+185.2%
JBHT vs ITUB
+143.4%
+41.8%
-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 | +0.4% | +5.5% | -5.0% | -0.5% |
| 30D | -2.0% | -25.6% | +23.6% | +2.8% |
| 3M | -16.3% | -4.7% | -11.6% | -16.5% |
| 6M | -8.2% | -8.6% | +0.4% | -8.0% |
| YTD | +16.3% | +7.9% | +8.4% | +12.9% |
| 1Y | +32.2% | +11.2% | +21.0% | +27.4% |
| 3Y | +34.4% | +82.6% | -48.3% | +16.5% |
| 5Y | +20.3% | +192.7% | -172.4% | -6.7% |
| 10Y | +185.2% | +144.7% | +40.6% | +127.5% |
| All | +185.2% | +143.4% | +41.8% | +127.5% |
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