+2,089.9%
JCI vs JBHT
+9,288.5%
-7,198.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.9% | -5.6% |
| 7D | -16.9% | -1.4% | -15.6% | -16.7% |
| 30D | -17.2% | -3.1% | -14.1% | -16.7% |
| 3M | -14.2% | -19.5% | +5.3% | -10.3% |
| 6M | -8.7% | -9.6% | +0.9% | -7.4% |
| YTD | +10.7% | +13.3% | -2.6% | +6.5% |
| 1Y | +9.7% | +29.7% | -20.0% | +2.2% |
| 3Y | +166.9% | +28.3% | +138.6% | +144.4% |
| 5Y | +93.1% | +18.5% | +74.7% | +78.5% |
| 10Y | +300.3% | +198.1% | +102.2% | +200.3% |
| All | +2,089.9% | +9,288.5% | -7,198.5% | +820.9% |
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 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