+1,381.0%
NET vs JBHT
+109.8%
+1,271.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -16.4% | +1.7% | -18.1% | -17.0% |
| 30D | -25.8% | -1.2% | -24.7% | -25.6% |
| 3M | -11.5% | -17.1% | +5.6% | -4.9% |
| 6M | +18.9% | -4.4% | +23.3% | +19.1% |
| YTD | +35.2% | +17.5% | +17.7% | +21.3% |
| 1Y | +14.5% | +32.6% | -18.1% | -3.2% |
| 3Y | +313.8% | +33.0% | +280.8% | +235.2% |
| 5Y | +32.6% | +20.3% | +12.2% | +12.1% |
| All | +1,381.0% | +109.8% | +1,271.2% | +805.6% |
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