+2,307.7%
JCI vs JBHT
+11,637.0%
-9,329.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.3% |
| 7D | +3.8% | +4.9% | -1.0% | +2.7% |
| 30D | -5.7% | +0.6% | -6.2% | -5.9% |
| 3M | -1.4% | -3.2% | +1.8% | -0.9% |
| 6M | +4.1% | +17.0% | -12.8% | 0.0% |
| YTD | +21.7% | +41.7% | -19.9% | +11.7% |
| 1Y | +36.1% | +90.0% | -53.8% | +15.6% |
| 3Y | +154.4% | +47.0% | +107.5% | +126.7% |
| 5Y | +112.0% | +58.3% | +53.7% | +84.1% |
| 10Y | +322.2% | +273.9% | +48.3% | +202.1% |
| All | +2,307.7% | +11,637.0% | -9,329.3% | +866.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling