+1,148.2%
JBL vs JBHT
+182.5%
+965.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -3.3% |
| 7D | +6.3% | +7.0% | -0.7% | +3.0% |
| 30D | -13.5% | +0.5% | -14.0% | -13.8% |
| 3M | -31.3% | -17.4% | -14.0% | -25.6% |
| 6M | -28.4% | -1.7% | -26.7% | -29.1% |
| YTD | +11.6% | +20.7% | -9.1% | -0.4% |
| 1Y | +26.1% | +41.1% | -15.0% | +4.3% |
| 3Y | +97.4% | +38.0% | +59.4% | +57.4% |
| 5Y | +301.0% | +22.5% | +278.5% | +232.2% |
| All | +1,148.2% | +182.5% | +965.7% | +557.6% |
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