+12.1%
O vs JBHT
+21.8%
-9.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +3.5% | +0.9% | +2.6% | +3.4% |
| 30D | +10.4% | -1.1% | +11.5% | +10.5% |
| 3M | -2.4% | -14.8% | +12.4% | -0.4% |
| 6M | -1.2% | -7.4% | +6.2% | -0.5% |
| YTD | +10.4% | +17.3% | -6.9% | +7.1% |
| 1Y | +11.4% | +35.3% | -23.9% | +5.8% |
| 3Y | +40.4% | +33.9% | +6.4% | +31.3% |
| 5Y | +12.1% | +22.5% | -10.4% | +2.6% |
| All | +12.1% | +21.8% | -9.6% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling