+58.8%
T vs JBHT
+186.6%
-127.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | +2.6% | +0.9% | +1.6% | +2.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.9% |
| 3M | -7.7% | -14.8% | +7.1% | -5.2% |
| 6M | -10.6% | -7.4% | -3.2% | -10.1% |
| YTD | -7.5% | +17.3% | -24.8% | -11.7% |
| 1Y | -7.4% | +35.3% | -42.7% | -14.4% |
| 3Y | +63.1% | +33.9% | +29.1% | +46.8% |
| 5Y | +55.2% | +22.5% | +32.7% | +39.7% |
| 10Y | +58.8% | +181.3% | -122.5% | +8.6% |
| All | +58.8% | +186.6% | -127.8% | +8.6% |
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