+65.7%
T vs JBHT
+272.5%
-206.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.5% |
| 7D | -1.3% | +4.9% | -6.1% | -2.2% |
| 30D | +11.4% | +0.6% | +10.8% | +11.0% |
| 3M | +14.3% | -3.2% | +17.5% | +14.6% |
| 6M | -9.3% | +17.0% | -26.2% | -12.8% |
| YTD | +7.1% | +41.7% | -34.6% | -1.2% |
| 1Y | -9.1% | +90.0% | -99.1% | -21.8% |
| 3Y | +105.3% | +47.0% | +58.4% | +83.5% |
| 5Y | +66.8% | +58.3% | +8.5% | +41.5% |
| All | +65.7% | +272.5% | -206.9% | +2.7% |
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