+180.0%
JBHT vs TAP
-46.0%
+226.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -1.0% | +1.3% |
| 7D | +7.0% | +1.3% | +5.8% | +6.6% |
| 30D | +0.5% | +5.7% | -5.2% | -1.5% |
| 3M | -17.4% | -1.9% | -15.4% | -17.3% |
| 6M | -1.7% | +0.9% | -2.7% | -2.8% |
| YTD | +20.7% | -9.5% | +30.2% | +23.0% |
| 1Y | +41.1% | -9.0% | +50.0% | +43.4% |
| 3Y | +38.0% | -22.2% | +60.2% | +45.6% |
| 5Y | +22.5% | +1.2% | +21.2% | +17.0% |
| All | +180.0% | -46.0% | +226.0% | +170.3% |
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