+11,207.6%
JBHT vs TXT
+2,070.1%
+9,137.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +4.9% | -4.8% | +9.7% | +6.6% |
| 30D | +0.6% | -10.6% | +11.2% | +4.5% |
| 3M | -3.2% | -13.2% | +10.0% | +1.2% |
| 6M | +17.0% | -20.3% | +37.3% | +25.9% |
| YTD | +41.7% | -9.3% | +50.9% | +45.5% |
| 1Y | +90.0% | -2.7% | +92.7% | +90.3% |
| 3Y | +47.0% | +1.4% | +45.6% | +44.6% |
| 5Y | +58.3% | +9.6% | +48.8% | +50.5% |
| 10Y | +273.9% | +94.9% | +179.0% | +176.0% |
| All | +11,207.6% | +2,070.1% | +9,137.5% | +3,997.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling