+273.3%
JBHT vs TAP
-49.2%
+322.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +4.9% | -2.3% | +7.2% | +5.6% |
| 30D | +0.6% | -2.1% | +2.7% | +1.0% |
| 3M | -3.2% | +6.6% | -9.8% | -5.5% |
| 6M | +17.0% | -11.5% | +28.4% | +20.8% |
| YTD | +41.7% | -10.3% | +51.9% | +45.2% |
| 1Y | +90.0% | -14.4% | +104.4% | +97.2% |
| 3Y | +47.0% | -28.3% | +75.3% | +59.3% |
| 5Y | +58.3% | +1.7% | +56.6% | +51.3% |
| All | +273.3% | -49.2% | +322.4% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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