+876.8%
MSFT vs JBHT
+272.5%
+604.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.9% |
| 7D | -2.7% | +4.9% | -7.6% | -4.1% |
| 30D | +2.7% | +0.6% | +2.1% | +2.3% |
| 3M | +17.0% | -3.2% | +20.2% | +17.3% |
| 6M | +23.8% | +17.0% | +6.9% | +16.4% |
| YTD | +4.0% | +41.7% | -37.7% | -8.6% |
| 1Y | -0.8% | +90.0% | -90.8% | -22.1% |
| 3Y | +55.6% | +47.0% | +8.6% | +29.7% |
| 5Y | +72.9% | +58.3% | +14.6% | +36.3% |
| All | +876.8% | +272.5% | +604.3% | +405.0% |
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