+1,089.1%
JBHT vs VYM
+477.4%
+611.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -1.6% | -2.8% | +1.2% | +1.5% |
| 30D | -2.3% | +1.0% | -3.3% | -3.3% |
| 3M | -18.5% | -2.9% | -15.5% | -15.7% |
| 6M | -11.3% | +2.6% | -13.8% | -13.5% |
| YTD | +12.6% | +12.8% | -0.2% | -0.4% |
| 1Y | +29.8% | +16.8% | +13.0% | +10.8% |
| 3Y | +28.1% | +66.9% | -38.8% | -24.1% |
| 5Y | +17.7% | +66.5% | -48.8% | -29.7% |
| 10Y | +196.1% | +207.8% | -11.7% | -8.1% |
| All | +1,089.1% | +477.4% | +611.7% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling