+16.8%
JBHT vs MKTX
-54.9%
+71.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -2.3% | +0.9% | -3.2% | -2.4% |
| 3M | -18.5% | +2.3% | -20.8% | -18.7% |
| 6M | -11.3% | +12.4% | -23.7% | -12.4% |
| YTD | +12.6% | -7.3% | +19.9% | +14.3% |
| 1Y | +29.8% | +1.8% | +27.9% | +29.6% |
| 3Y | +28.1% | -21.2% | +49.3% | +30.0% |
| All | +16.8% | -54.9% | +71.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling