+409.9%
ORLY vs JBHT
+191.4%
+218.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | +3.9% | -2.2% | +6.0% | +4.3% |
| 3M | -4.0% | -16.5% | +12.5% | -0.1% |
| 6M | -3.4% | -8.4% | +5.0% | -2.1% |
| YTD | -1.6% | +16.1% | -17.6% | -6.8% |
| 1Y | -7.5% | +31.9% | -39.5% | -15.6% |
| 3Y | +37.7% | +34.1% | +3.6% | +20.7% |
| 5Y | +109.3% | +20.1% | +89.2% | +85.6% |
| 10Y | +409.9% | +184.7% | +225.2% | +222.7% |
| All | +409.9% | +191.4% | +218.5% | +222.7% |
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