+116.9%
JCI vs JBHT
+58.3%
+58.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.0% |
| 7D | +3.8% | +4.9% | -1.0% | +2.2% |
| 30D | -5.7% | +0.6% | -6.2% | -6.0% |
| 3M | -1.4% | -3.2% | +1.8% | -0.8% |
| 6M | +4.1% | +17.0% | -12.8% | -1.8% |
| YTD | +21.7% | +41.7% | -19.9% | +7.8% |
| 1Y | +36.1% | +90.0% | -53.8% | +8.0% |
| 3Y | +154.4% | +47.0% | +107.5% | +116.7% |
| All | +116.9% | +58.3% | +58.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling