+9,706.8%
JBHT vs TDY
+7,137.3%
+2,569.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.7% |
| 7D | +4.9% | -1.8% | +6.7% | +5.4% |
| 30D | +0.6% | -10.7% | +11.3% | +3.7% |
| 3M | -3.2% | -1.3% | -1.9% | -3.0% |
| 6M | +17.0% | -10.6% | +27.5% | +20.3% |
| YTD | +41.7% | +19.6% | +22.1% | +34.5% |
| 1Y | +90.0% | +11.6% | +78.3% | +83.6% |
| 3Y | +47.0% | +45.2% | +1.8% | +32.2% |
| 5Y | +58.3% | +36.1% | +22.3% | +44.1% |
| 10Y | +273.9% | +458.8% | -184.9% | +136.3% |
| All | +9,706.8% | +7,137.3% | +2,569.4% | +5,143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling