+187.8%
JBHT vs MTB
+135.3%
+52.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.0% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | -18.5% | -12.4% | -6.1% | -13.8% |
| 6M | -11.3% | +1.5% | -12.8% | -11.7% |
| YTD | +12.6% | +10.3% | +2.3% | +8.4% |
| 1Y | +29.8% | +22.2% | +7.6% | +20.0% |
| 3Y | +28.1% | +96.9% | -68.9% | -2.4% |
| 5Y | +17.7% | +64.3% | -46.6% | -6.7% |
| All | +187.8% | +135.3% | +52.5% | +89.2% |
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