+5,915.1%
JBHT vs M
+458.3%
+5,456.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.6% | -6.5% | -0.8% |
| 7D | +1.7% | +8.3% | -6.6% | -0.4% |
| 30D | -1.2% | +14.2% | -15.3% | -4.5% |
| 3M | -17.1% | -1.1% | -16.0% | -17.2% |
| 6M | -4.4% | +36.6% | -41.0% | -12.5% |
| YTD | +17.5% | +19.8% | -2.3% | +10.6% |
| 1Y | +32.6% | +37.2% | -4.6% | +20.4% |
| 3Y | +33.0% | +124.5% | -91.5% | +1.2% |
| 5Y | +20.3% | +1.5% | +18.9% | +4.4% |
| 10Y | +209.1% | +7.8% | +201.3% | +112.9% |
| All | +5,915.1% | +458.3% | +5,456.8% | +2,093.3% |
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