+8,154.1%
JBHT vs MDY
+2,662.7%
+5,491.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +4.9% | +0.1% | +4.7% | +4.8% |
| 30D | +0.6% | -1.5% | +2.1% | +2.0% |
| 3M | -3.2% | +0.8% | -4.0% | -3.8% |
| 6M | +17.0% | +7.4% | +9.5% | +10.1% |
| YTD | +41.7% | +15.2% | +26.5% | +25.6% |
| 1Y | +90.0% | +16.5% | +73.4% | +66.6% |
| 3Y | +47.0% | +46.8% | +0.2% | +6.4% |
| 5Y | +58.3% | +46.0% | +12.3% | +14.4% |
| 10Y | +273.9% | +172.1% | +101.8% | +52.5% |
| All | +8,154.1% | +2,662.7% | +5,491.4% | +618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling