+189.7%
JBHT vs M
+0.4%
+189.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -2.5% |
| 7D | -1.4% | -2.1% | +0.8% | -1.0% |
| 30D | -3.1% | +7.7% | -10.8% | -4.5% |
| 3M | -19.5% | -4.4% | -15.2% | -19.1% |
| 6M | -9.6% | +27.5% | -37.1% | -14.1% |
| YTD | +13.3% | +12.8% | +0.6% | +9.7% |
| 1Y | +29.7% | +20.7% | +9.0% | +23.9% |
| 3Y | +28.3% | +111.3% | -83.0% | +7.0% |
| 5Y | +18.5% | -6.3% | +24.8% | +8.5% |
| All | +189.7% | +0.4% | +189.2% | +125.0% |
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