-76.7%
TE vs JBHT
+100.0%
-176.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -4.2% |
| 7D | -10.5% | +0.4% | -11.0% | -10.5% |
| 30D | -32.4% | -2.0% | -30.5% | -31.8% |
| 3M | -60.9% | -16.3% | -44.6% | -58.2% |
| 6M | -62.8% | -8.2% | -54.6% | -61.8% |
| YTD | -65.7% | +16.3% | -82.0% | -68.4% |
| 1Y | -39.9% | +32.2% | -72.1% | -47.4% |
| 3Y | +10.6% | +34.4% | -23.8% | -4.6% |
| 5Y | -79.7% | +20.3% | -100.0% | -82.2% |
| All | -76.7% | +100.0% | -176.7% | -79.6% |
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