+427.0%
MAR vs JBHT
+272.5%
+154.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | -4.2% | +4.9% | -9.0% | -6.1% |
| 30D | -6.7% | +0.6% | -7.3% | -7.2% |
| 3M | -12.5% | -3.2% | -9.3% | -12.0% |
| 6M | +0.6% | +17.0% | -16.4% | -7.2% |
| YTD | +9.1% | +41.7% | -32.5% | -7.6% |
| 1Y | +26.2% | +90.0% | -63.8% | -7.7% |
| 3Y | +68.2% | +47.0% | +21.2% | +34.6% |
| 5Y | +163.9% | +58.3% | +105.6% | +98.8% |
| All | +427.0% | +272.5% | +154.5% | +162.2% |
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