+7,152.5%
JBHT vs M
+396.5%
+6,756.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.2% |
| 7D | +4.9% | +4.7% | +0.2% | +3.7% |
| 30D | +0.6% | -9.6% | +10.2% | +3.0% |
| 3M | -3.2% | +0.9% | -4.1% | -4.0% |
| 6M | +17.0% | +22.3% | -5.3% | +10.3% |
| YTD | +41.7% | +6.5% | +35.1% | +37.7% |
| 1Y | +90.0% | +38.8% | +51.2% | +72.3% |
| 3Y | +47.0% | +115.9% | -68.9% | +12.8% |
| 5Y | +58.3% | +28.6% | +29.7% | +27.9% |
| 10Y | +273.9% | -2.5% | +276.5% | +164.1% |
| All | +7,152.5% | +396.5% | +6,756.0% | +2,630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling