+82.5%
O vs JBHT
+183.5%
-101.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +9.4% | -0.1% | +9.5% | +9.3% |
| 3M | -2.4% | -14.0% | +11.7% | +0.6% |
| 6M | -1.9% | -5.1% | +3.2% | -1.5% |
| YTD | +10.5% | +18.0% | -7.6% | +4.7% |
| 1Y | +10.0% | +36.5% | -26.6% | +0.4% |
| 3Y | +40.5% | +34.8% | +5.7% | +24.9% |
| 5Y | +10.2% | +21.4% | -11.2% | -1.2% |
| 10Y | +82.5% | +178.0% | -95.5% | +24.0% |
| All | +82.5% | +183.5% | -101.0% | +24.0% |
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