+1,111.7%
JBL vs JBHT
+192.4%
+919.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.5% |
| 7D | -12.3% | -1.6% | -10.7% | -11.6% |
| 30D | -20.2% | -2.3% | -17.9% | -19.5% |
| 3M | -30.6% | -18.5% | -12.2% | -24.4% |
| 6M | -35.8% | -11.3% | -24.5% | -33.3% |
| YTD | +4.9% | +12.6% | -7.6% | -3.3% |
| 1Y | +11.3% | +29.8% | -18.5% | -4.3% |
| 3Y | +89.1% | +28.1% | +61.0% | +56.3% |
| 5Y | +272.1% | +17.7% | +254.4% | +213.1% |
| All | +1,111.7% | +192.4% | +919.3% | +534.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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