+16.8%
JBHT vs MDY
+31.3%
-14.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.3% |
| 7D | -1.6% | -1.7% | +0.1% | 0.0% |
| 30D | -2.3% | -0.9% | -1.4% | -1.5% |
| 3M | -18.5% | -5.7% | -12.7% | -13.6% |
| 6M | -11.3% | -2.9% | -8.4% | -8.6% |
| YTD | +12.6% | +9.8% | +2.7% | +3.3% |
| 1Y | +29.8% | +13.5% | +16.3% | +15.5% |
| 3Y | +28.1% | +51.9% | -23.8% | -11.7% |
| All | +16.8% | +31.3% | -14.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling