-11.3%
JBHT vs VYM
+2.5%
-13.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | -1.6% | -2.8% | +1.2% | +1.9% |
| 30D | -2.3% | +1.0% | -3.3% | -4.0% |
| 3M | -18.5% | -2.9% | -15.5% | -16.2% |
| 6M | -11.3% | +2.6% | -13.8% | -12.8% |
| All | -11.3% | +2.5% | -13.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 6mo: compounded portfolio wealth divided by compounded VYM 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…
6mo analysis · Full analysis span regression · 6 months rolling