+93.1%
JCI vs JBHT
+15.0%
+78.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.9% | -5.4% |
| 7D | -16.9% | -1.4% | -15.6% | -16.6% |
| 30D | -17.2% | -3.1% | -14.1% | -16.5% |
| 3M | -14.2% | -19.5% | +5.3% | -9.1% |
| 6M | -8.7% | -9.6% | +0.9% | -7.4% |
| YTD | +10.7% | +13.3% | -2.6% | +4.0% |
| 1Y | +9.7% | +29.7% | -20.0% | -1.6% |
| 3Y | +166.9% | +28.3% | +138.6% | +132.8% |
| 5Y | +93.1% | +18.5% | +74.7% | +66.8% |
| All | +93.1% | +15.0% | +78.2% | +66.8% |
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