+913.4%
MSFT vs JBHT
+176.2%
+737.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | +4.2% | -6.6% | -3.6% |
| 30D | -3.8% | -0.4% | -3.4% | -3.7% |
| 3M | +6.4% | -17.3% | +23.7% | +11.8% |
| 6M | +28.8% | -3.5% | +32.3% | +28.1% |
| YTD | +8.8% | +18.0% | -9.2% | +0.4% |
| 1Y | +3.2% | +35.5% | -32.4% | -9.3% |
| 3Y | +44.8% | +34.8% | +10.0% | +22.2% |
| 5Y | +61.8% | +19.7% | +42.1% | +39.8% |
| All | +913.4% | +176.2% | +737.2% | +500.8% |
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