+806.0%
MSCI vs JBHT
+194.3%
+611.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.8% | -1.6% |
| 7D | +6.0% | -1.4% | +7.4% | +6.6% |
| 30D | +18.2% | -3.1% | +21.3% | +19.3% |
| 3M | +15.1% | -19.5% | +34.7% | +22.6% |
| 6M | +13.7% | -9.6% | +23.3% | +15.4% |
| YTD | +15.6% | +13.3% | +2.3% | +7.0% |
| 1Y | +16.3% | +29.7% | -13.4% | +2.1% |
| 3Y | +36.9% | +28.3% | +8.6% | +15.5% |
| 5Y | +6.3% | +18.5% | -12.2% | -9.0% |
| All | +806.0% | +194.3% | +611.7% | +483.7% |
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