-48.8%
S vs JBHT
+41.2%
-90.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -13.4% | -1.6% | -11.8% | -12.7% |
| 30D | -14.0% | -2.3% | -11.7% | -13.1% |
| 3M | +4.9% | -18.5% | +23.3% | +14.6% |
| 6M | +42.0% | -11.3% | +53.3% | +47.6% |
| YTD | +45.1% | +12.6% | +32.6% | +30.9% |
| 1Y | +33.1% | +29.8% | +3.3% | +11.0% |
| 3Y | +40.6% | +28.1% | +12.5% | +13.0% |
| 5Y | -67.5% | +17.7% | -85.2% | -72.9% |
| All | -48.8% | +41.2% | -90.0% | -53.2% |
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