-3.3%
SLB vs JBHT
+272.5%
-275.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.1% |
| 7D | +0.8% | +4.9% | -4.0% | -1.3% |
| 30D | +15.8% | +0.6% | +15.2% | +15.1% |
| 3M | -0.3% | -3.2% | +2.9% | +0.3% |
| 6M | +21.3% | +17.0% | +4.4% | +11.1% |
| YTD | +52.3% | +41.7% | +10.6% | +27.2% |
| 1Y | +63.6% | +90.0% | -26.4% | +17.0% |
| 3Y | +3.8% | +47.0% | -43.2% | -18.9% |
| 5Y | +128.6% | +58.3% | +70.3% | +62.4% |
| All | -3.3% | +272.5% | -275.9% | -55.1% |
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