+861.4%
TER vs JBHT
+194.3%
+667.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.6% | -11.7% | -13.2% |
| 7D | -28.2% | -1.4% | -26.8% | -27.4% |
| 30D | -50.6% | -3.1% | -47.5% | -49.6% |
| 3M | -45.3% | -19.5% | -25.8% | -38.6% |
| 6M | -40.4% | -9.6% | -30.8% | -38.0% |
| YTD | +10.0% | +13.3% | -3.3% | +1.0% |
| 1Y | +13.6% | +29.7% | -16.1% | -3.5% |
| 3Y | +145.2% | +28.3% | +116.9% | +101.4% |
| 5Y | +50.4% | +18.5% | +31.9% | +27.8% |
| All | +861.4% | +194.3% | +667.2% | +428.4% |
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