+889.0%
MSFT vs JBHT
+192.4%
+696.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.7% | -1.6% | +3.3% | +2.2% |
| 30D | +0.2% | -2.3% | +2.4% | +0.7% |
| 3M | +6.4% | -18.5% | +24.8% | +12.0% |
| 6M | +28.7% | -11.3% | +40.0% | +31.3% |
| YTD | +10.4% | +12.6% | -2.2% | +3.3% |
| 1Y | +7.6% | +29.8% | -22.1% | -4.2% |
| 3Y | +52.3% | +28.1% | +24.2% | +30.7% |
| 5Y | +64.5% | +17.7% | +46.8% | +42.4% |
| All | +889.0% | +192.4% | +696.6% | +544.7% |
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