+11,207.6%
JBHT vs MTB
+8,294.1%
+2,913.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +4.9% | +1.7% | +3.2% | +4.1% |
| 30D | +0.6% | -4.2% | +4.8% | +2.5% |
| 3M | -3.2% | +8.9% | -12.1% | -6.9% |
| 6M | +17.0% | +10.9% | +6.1% | +11.6% |
| YTD | +41.7% | +21.5% | +20.2% | +29.6% |
| 1Y | +90.0% | +21.9% | +68.1% | +72.8% |
| 3Y | +47.0% | +109.2% | -62.3% | +3.6% |
| 5Y | +58.3% | +102.0% | -43.7% | +8.9% |
| 10Y | +273.9% | +171.9% | +102.0% | +103.5% |
| All | +11,207.6% | +8,294.1% | +2,913.5% | +1,465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling