+659.7%
P vs JBHT
+194.3%
+465.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.6% | -12.8% | -14.8% |
| 7D | -31.9% | -1.4% | -30.5% | -31.3% |
| 30D | -36.5% | -3.1% | -33.4% | -35.6% |
| 3M | +11.6% | -19.5% | +31.1% | +22.1% |
| 6M | +25.2% | -9.6% | +34.8% | +28.3% |
| YTD | +39.4% | +13.3% | +26.1% | +26.8% |
| 1Y | -3.7% | +29.7% | -33.4% | -18.2% |
| 3Y | +167.3% | +28.3% | +139.0% | +118.1% |
| 5Y | +237.3% | +18.5% | +218.9% | +177.3% |
| All | +659.7% | +194.3% | +465.4% | +263.8% |
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