+622.3%
MSCI vs JBHT
+272.5%
+349.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.2% |
| 7D | +0.4% | +4.9% | -4.5% | -1.2% |
| 30D | +0.6% | +0.6% | 0.0% | +0.1% |
| 3M | -7.1% | -3.2% | -3.9% | -6.7% |
| 6M | +0.8% | +17.0% | -16.1% | -6.0% |
| YTD | +1.0% | +41.7% | -40.7% | -12.6% |
| 1Y | +4.3% | +90.0% | -85.7% | -20.6% |
| 3Y | +9.9% | +47.0% | -37.0% | -10.0% |
| 5Y | -6.8% | +58.3% | -65.1% | -27.6% |
| All | +622.3% | +272.5% | +349.8% | +281.8% |
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