+379.6%
META vs JBHT
+272.5%
+107.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | 0.0% |
| 7D | +6.7% | +4.9% | +1.8% | +4.8% |
| 30D | +4.8% | +0.6% | +4.2% | +4.3% |
| 3M | -1.6% | -3.2% | +1.6% | -1.1% |
| 6M | -7.5% | +17.0% | -24.4% | -13.8% |
| YTD | -6.4% | +41.7% | -48.1% | -19.2% |
| 1Y | -17.3% | +90.0% | -107.3% | -37.3% |
| 3Y | +109.9% | +47.0% | +62.9% | +71.8% |
| 5Y | +65.4% | +58.3% | +7.0% | +29.9% |
| All | +379.6% | +272.5% | +107.1% | +168.8% |
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 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