+180.0%
JBHT vs TDY
+434.3%
-254.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +7.0% | +4.1% | +3.0% | +5.2% |
| 30D | +0.5% | +5.7% | -5.2% | -2.2% |
| 3M | -17.4% | -4.4% | -12.9% | -16.0% |
| 6M | -1.7% | +1.2% | -2.9% | -3.0% |
| YTD | +20.7% | +26.0% | -5.3% | +7.7% |
| 1Y | +41.1% | +27.4% | +13.7% | +25.3% |
| 3Y | +38.0% | +67.5% | -29.5% | +7.9% |
| 5Y | +22.5% | +44.9% | -22.4% | +0.5% |
| All | +180.0% | +434.3% | -254.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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