-17.1%
SLB vs JBHT
+192.4%
-209.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | -7.1% | -1.6% | -5.5% | -6.5% |
| 30D | +4.1% | -2.3% | +6.4% | +4.9% |
| 3M | -2.6% | -18.5% | +15.8% | +5.3% |
| 6M | -8.6% | -11.3% | +2.7% | -5.6% |
| YTD | +32.2% | +12.6% | +19.6% | +21.2% |
| 1Y | +40.7% | +29.8% | +10.9% | +20.5% |
| 3Y | -4.5% | +28.1% | -32.6% | -21.4% |
| 5Y | +66.4% | +17.7% | +48.7% | +35.7% |
| All | -17.1% | +192.4% | -209.5% | -56.8% |
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