+27.8%
PL vs JBHT
+40.4%
-12.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.4% | -6.8% |
| 7D | -11.7% | +1.7% | -13.4% | -12.4% |
| 30D | -27.1% | -1.2% | -26.0% | -26.9% |
| 3M | -44.6% | -17.1% | -27.5% | -40.4% |
| 6M | -67.2% | -4.4% | -62.8% | -67.2% |
| YTD | -35.9% | +17.5% | -53.3% | -42.2% |
| 1Y | -0.4% | +32.6% | -33.0% | -15.1% |
| 3Y | +454.8% | +33.0% | +421.8% | +360.3% |
| 5Y | +24.8% | +20.3% | +4.4% | +3.8% |
| All | +27.8% | +40.4% | -12.6% | +6.0% |
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