+309.1%
PODD vs JBHT
+192.4%
+116.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | +9.0% | -2.3% | +11.3% | +9.7% |
| 3M | +5.2% | -18.5% | +23.6% | +10.7% |
| 6M | -3.2% | -11.3% | +8.1% | -1.0% |
| YTD | -48.5% | +12.6% | -61.0% | -51.3% |
| 1Y | -54.7% | +29.8% | -84.5% | -59.2% |
| 3Y | -7.8% | +28.1% | -35.9% | -19.0% |
| 5Y | -52.4% | +17.7% | -70.1% | -57.7% |
| All | +309.1% | +192.4% | +116.8% | +193.7% |
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