+173.8%
JBHT vs MTB
+113.8%
+60.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -0.4% | +0.8% | -1.2% | -0.7% |
| 3M | -17.3% | -12.8% | -4.6% | -12.5% |
| 6M | -3.5% | +6.7% | -10.2% | -5.9% |
| YTD | +18.0% | +11.3% | +6.7% | +13.2% |
| 1Y | +35.5% | +20.2% | +15.4% | +26.2% |
| 3Y | +34.8% | +103.8% | -69.0% | +1.4% |
| 5Y | +19.7% | +60.9% | -41.1% | -4.2% |
| All | +173.8% | +113.8% | +60.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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