-78.3%
TE vs JBHT
+103.0%
-181.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -22.0% | +0.5% | -22.4% | -22.0% |
| 30D | -33.6% | -0.1% | -33.6% | -33.5% |
| 3M | -61.1% | -14.0% | -47.0% | -58.9% |
| 6M | -64.7% | -5.1% | -59.7% | -64.3% |
| YTD | -68.1% | +18.0% | -86.2% | -70.8% |
| 1Y | -51.7% | +36.5% | -88.2% | -58.2% |
| 3Y | +42.0% | +34.8% | +7.2% | +22.3% |
| 5Y | -80.8% | +21.4% | -102.2% | -83.3% |
| All | -78.3% | +103.0% | -181.3% | -81.1% |
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