-87.0%
OPEN vs JBHT
+93.7%
-180.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.7% | -21.1% | -21.3% |
| 7D | -22.2% | -1.6% | -20.6% | -20.9% |
| 30D | -38.3% | -2.3% | -36.0% | -36.9% |
| 3M | -59.4% | -18.5% | -40.9% | -52.9% |
| 6M | -74.4% | -11.3% | -63.1% | -72.8% |
| YTD | -76.0% | +12.6% | -88.6% | -79.3% |
| 1Y | -78.7% | +29.8% | -108.4% | -83.8% |
| 3Y | -30.0% | +28.1% | -58.1% | -46.9% |
| 5Y | -93.7% | +17.7% | -111.4% | -94.9% |
| All | -87.0% | +93.7% | -180.7% | -90.5% |
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