+178.0%
JBHT vs MTCH
+163.6%
+14.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.2% |
| 7D | +0.5% | +3.5% | -3.1% | -0.2% |
| 30D | -0.1% | +0.3% | -0.3% | -0.3% |
| 3M | -14.0% | +13.7% | -27.7% | -16.3% |
| 6M | -5.1% | +17.6% | -22.7% | -8.4% |
| YTD | +18.0% | +31.8% | -13.8% | +11.3% |
| 1Y | +36.5% | +29.2% | +7.3% | +29.1% |
| 3Y | +34.8% | +46.7% | -11.9% | +22.9% |
| 5Y | +21.4% | -70.9% | +92.3% | +37.0% |
| 10Y | +178.0% | +155.1% | +22.9% | +147.5% |
| All | +178.0% | +163.6% | +14.4% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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