-81.1%
PATH vs JBHT
+36.1%
-117.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -2.0% |
| 7D | -5.6% | -1.4% | -4.2% | -4.9% |
| 30D | -0.7% | -3.1% | +2.4% | +0.7% |
| 3M | -5.9% | -19.5% | +13.7% | +3.6% |
| 6M | +21.6% | -9.6% | +31.2% | +25.2% |
| YTD | -20.6% | +13.3% | -33.9% | -29.0% |
| 1Y | -10.6% | +29.7% | -40.3% | -25.9% |
| 3Y | -24.9% | +28.3% | -53.2% | -39.6% |
| 5Y | -76.8% | +18.5% | -95.3% | -80.7% |
| All | -81.1% | +36.1% | -117.3% | -84.0% |
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