+8,945.0%
JBHT vs TXT
+2,239.7%
+6,705.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.0% |
| 7D | -1.4% | -2.5% | +1.2% | -0.5% |
| 30D | -3.1% | +12.8% | -15.9% | -7.4% |
| 3M | -19.5% | -3.6% | -15.9% | -18.9% |
| 6M | -9.6% | -6.9% | -2.6% | -8.1% |
| YTD | +13.3% | -2.2% | +15.5% | +12.9% |
| 1Y | +29.7% | +6.3% | +23.4% | +25.7% |
| 3Y | +28.3% | +10.3% | +18.0% | +22.2% |
| 5Y | +18.5% | +10.6% | +7.8% | +11.8% |
| 10Y | +198.1% | +121.0% | +77.1% | +110.5% |
| All | +8,945.0% | +2,239.7% | +6,705.3% | +3,081.8% |
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