+265.9%
JBHT vs TDY
+472.2%
-206.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.6% | -1.9% | +2.5% | +1.4% |
| 30D | +0.9% | -12.5% | +13.4% | +7.0% |
| 3M | -4.4% | -0.8% | -3.6% | -4.3% |
| 6M | +24.5% | -9.0% | +33.5% | +29.1% |
| YTD | +38.6% | +16.8% | +21.8% | +28.5% |
| 1Y | +97.2% | +9.5% | +87.7% | +87.7% |
| 3Y | +49.3% | +45.4% | +3.9% | +24.9% |
| 5Y | +61.4% | +37.8% | +23.6% | +36.2% |
| All | +265.9% | +472.2% | -206.3% | +83.1% |
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