+346.5%
RF vs JBHT
+272.5%
+74.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.6% |
| 7D | +1.3% | +4.9% | -3.6% | -1.3% |
| 30D | -3.6% | +0.6% | -4.2% | -4.3% |
| 3M | +8.1% | -3.2% | +11.3% | +9.0% |
| 6M | +11.5% | +17.0% | -5.5% | +0.5% |
| YTD | +15.6% | +41.7% | -26.1% | -6.5% |
| 1Y | +15.7% | +90.0% | -74.3% | -23.2% |
| 3Y | +86.9% | +47.0% | +39.9% | +40.6% |
| 5Y | +89.8% | +58.3% | +31.5% | +30.7% |
| All | +346.5% | +272.5% | +74.0% | +64.1% |
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