-49.6%
S vs JBHT
+42.2%
-91.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.6% | -5.3% | -7.1% |
| 7D | -16.7% | -1.4% | -15.3% | -16.1% |
| 30D | -17.0% | -3.1% | -13.9% | -15.8% |
| 3M | +2.0% | -19.5% | +21.5% | +12.2% |
| 6M | +35.1% | -9.6% | +44.6% | +39.0% |
| YTD | +42.8% | +13.3% | +29.5% | +28.4% |
| 1Y | +27.7% | +29.7% | -2.0% | +6.6% |
| 3Y | +33.0% | +28.3% | +4.7% | +6.9% |
| 5Y | -68.0% | +18.5% | -86.5% | -73.5% |
| All | -49.6% | +42.2% | -91.8% | -54.1% |
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