+273.8%
RF vs JBHT
+194.3%
+79.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -0.9% |
| 30D | +5.0% | -3.1% | +8.1% | +6.6% |
| 3M | -10.0% | -19.5% | +9.6% | -0.2% |
| 6M | +3.3% | -9.6% | +12.9% | +6.5% |
| YTD | +7.9% | +13.3% | -5.4% | -2.6% |
| 1Y | +21.2% | +29.7% | -8.4% | +1.4% |
| 3Y | +105.8% | +28.3% | +77.5% | +64.1% |
| 5Y | +43.7% | +18.5% | +25.3% | +16.3% |
| All | +273.8% | +194.3% | +79.5% | +34.7% |
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