-76.0%
TE vs JBHT
+93.6%
-169.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | -12.6% | -1.6% | -11.0% | -11.8% |
| 30D | -36.7% | -2.3% | -34.4% | -36.0% |
| 3M | -57.5% | -18.5% | -39.0% | -54.1% |
| 6M | -55.2% | -11.3% | -43.9% | -53.4% |
| YTD | -64.7% | +12.6% | -77.2% | -67.0% |
| 1Y | -35.9% | +29.8% | -65.6% | -43.4% |
| 3Y | -31.8% | +28.1% | -59.9% | -39.9% |
| 5Y | -79.4% | +17.7% | -97.1% | -81.7% |
| All | -76.0% | +93.6% | -169.6% | -78.7% |
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