+99.6%
JHX vs JBHT
+277.7%
-178.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.9% | +0.6% | -5.4% | -5.1% |
| 30D | -9.3% | +0.9% | -10.2% | -9.8% |
| 3M | +28.1% | -4.4% | +32.5% | +30.1% |
| 6M | +35.2% | +24.5% | +10.7% | +21.9% |
| YTD | +35.9% | +38.6% | -2.7% | +16.5% |
| 1Y | +42.5% | +97.2% | -54.7% | +2.0% |
| 3Y | -4.5% | +49.3% | -53.8% | -23.5% |
| 5Y | -27.1% | +61.4% | -88.5% | -44.9% |
| All | +99.6% | +277.7% | -178.1% | +2.6% |
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