+7,935.4%
JBHT vs TDY
+7,524.8%
+410.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.0% |
| 7D | +0.2% | -2.5% | +2.7% | +0.8% |
| 30D | -2.2% | +4.8% | -7.0% | -3.6% |
| 3M | -16.5% | -6.9% | -9.5% | -15.0% |
| 6M | -8.4% | +3.5% | -12.0% | -9.7% |
| YTD | +16.1% | +26.0% | -9.9% | +8.5% |
| 1Y | +31.9% | +25.4% | +6.6% | +23.4% |
| 3Y | +34.1% | +70.9% | -36.8% | +15.3% |
| 5Y | +20.1% | +46.6% | -26.5% | +7.0% |
| 10Y | +184.7% | +468.9% | -284.2% | +78.6% |
| All | +7,935.4% | +7,524.8% | +410.7% | +4,127.5% |
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