+13.1%
TEVA vs JBHT
+182.5%
-169.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.2% |
| 7D | +4.4% | +7.0% | -2.6% | +2.1% |
| 30D | +9.3% | +0.5% | +8.8% | +9.0% |
| 3M | +21.9% | -17.4% | +39.2% | +28.8% |
| 6M | +22.8% | -1.7% | +24.5% | +21.5% |
| YTD | +42.6% | +20.7% | +21.9% | +30.6% |
| 1Y | +74.2% | +41.1% | +33.2% | +51.1% |
| 3Y | +404.5% | +38.0% | +366.5% | +320.1% |
| 5Y | +367.9% | +22.5% | +345.5% | +300.3% |
| All | +13.1% | +182.5% | -169.3% | -33.7% |
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