+62.1%
PR vs JBHT
+194.3%
-132.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -3.5% |
| 7D | -16.5% | -1.4% | -15.2% | -16.1% |
| 30D | -4.5% | -3.1% | -1.4% | -3.6% |
| 3M | +8.5% | -19.5% | +28.1% | +17.0% |
| 6M | -3.3% | -9.6% | +6.2% | -1.5% |
| YTD | +55.7% | +13.3% | +42.4% | +42.4% |
| 1Y | +82.0% | +29.7% | +52.4% | +56.5% |
| 3Y | +62.5% | +28.3% | +34.1% | +34.4% |
| 5Y | +223.9% | +18.5% | +205.5% | +172.6% |
| All | +62.1% | +194.3% | -132.2% | +23.2% |
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