+70.6%
JBHT vs WOLF
+53.8%
+16.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.3% |
| 7D | +0.5% | +21.5% | -21.0% | -0.7% |
| 30D | -0.1% | -1.2% | +1.2% | -0.4% |
| 3M | -14.0% | -8.2% | -5.9% | -14.1% |
| 6M | -5.1% | -45.0% | +39.9% | -4.2% |
| YTD | +18.0% | +59.0% | -40.9% | +7.0% |
| 1Y | +36.5% | +59.1% | -22.6% | +23.3% |
| All | +70.6% | +53.8% | +16.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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