+68.3%
O vs JBHT
+192.4%
-124.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +11.2% | -2.3% | +13.5% | +11.7% |
| 3M | -4.0% | -18.5% | +14.5% | +0.2% |
| 6M | -5.2% | -11.3% | +6.0% | -3.4% |
| YTD | +9.5% | +12.6% | -3.1% | +5.0% |
| 1Y | +10.6% | +29.8% | -19.2% | +2.3% |
| 3Y | +38.1% | +28.1% | +10.0% | +24.5% |
| 5Y | +10.2% | +17.7% | -7.5% | -0.6% |
| All | +68.3% | +192.4% | -124.1% | +28.7% |
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