+273.3%
JBHT vs TXT
+94.9%
+178.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +4.9% | -4.8% | +9.7% | +7.1% |
| 30D | +0.6% | -10.6% | +11.2% | +5.5% |
| 3M | -3.2% | -13.2% | +10.0% | +2.4% |
| 6M | +17.0% | -20.3% | +37.3% | +28.3% |
| YTD | +41.7% | -9.3% | +50.9% | +46.3% |
| 1Y | +90.0% | -2.7% | +92.7% | +90.0% |
| 3Y | +47.0% | +1.4% | +45.6% | +43.1% |
| 5Y | +58.3% | +9.6% | +48.8% | +47.1% |
| All | +273.3% | +94.9% | +178.3% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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