+173.8%
JBHT vs MKTX
+12.8%
+161.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.2% | +0.2% | +3.9% | +4.1% |
| 30D | -0.4% | +0.9% | -1.3% | -0.5% |
| 3M | -17.3% | +2.5% | -19.9% | -17.6% |
| 6M | -3.5% | +18.6% | -22.1% | -6.4% |
| YTD | +18.0% | -7.1% | +25.1% | +18.9% |
| 1Y | +35.5% | -0.3% | +35.9% | +34.8% |
| 3Y | +34.8% | -22.3% | +57.0% | +37.0% |
| 5Y | +19.7% | -54.5% | +74.2% | +31.4% |
| All | +173.8% | +12.8% | +161.0% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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