+273.3%
JBHT vs M
-2.2%
+275.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.3% |
| 7D | +4.9% | +4.7% | +0.2% | +4.0% |
| 30D | +0.6% | -9.6% | +10.2% | +2.4% |
| 3M | -3.2% | +0.9% | -4.1% | -3.8% |
| 6M | +17.0% | +22.3% | -5.3% | +12.1% |
| YTD | +41.7% | +6.5% | +35.1% | +38.8% |
| 1Y | +90.0% | +38.8% | +51.2% | +77.2% |
| 3Y | +47.0% | +115.9% | -68.9% | +22.2% |
| 5Y | +58.3% | +28.6% | +29.7% | +37.3% |
| All | +273.3% | -2.2% | +275.5% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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