+180.0%
JBHT vs ITUB
+175.8%
+4.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.9% |
| 7D | +7.0% | +1.9% | +5.1% | +6.7% |
| 30D | +0.5% | -22.2% | +22.7% | +4.6% |
| 3M | -17.4% | +2.7% | -20.1% | -18.8% |
| 6M | -1.7% | -3.0% | +1.2% | -2.6% |
| YTD | +20.7% | +7.5% | +13.2% | +17.1% |
| 1Y | +41.1% | +10.5% | +30.6% | +36.0% |
| 3Y | +38.0% | +81.0% | -43.0% | +19.5% |
| 5Y | +22.5% | +181.8% | -159.4% | -4.9% |
| All | +180.0% | +175.8% | +4.2% | +123.2% |
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