+189.7%
JBHT vs TAP
-46.9%
+236.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.4% | -2.9% |
| 7D | -1.4% | +7.7% | -9.1% | -3.7% |
| 30D | -3.1% | +14.4% | -17.5% | -7.2% |
| 3M | -19.5% | +2.0% | -21.6% | -20.4% |
| 6M | -9.6% | +2.5% | -12.0% | -11.0% |
| YTD | +13.3% | -6.4% | +19.7% | +14.3% |
| 1Y | +29.7% | -2.3% | +32.0% | +28.9% |
| 3Y | +28.3% | -20.3% | +48.6% | +34.4% |
| 5Y | +18.5% | +6.9% | +11.6% | +11.4% |
| All | +189.7% | -46.9% | +236.6% | +163.5% |
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