-23.4%
TEVA vs JBHT
+266.9%
-290.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +1.1% |
| 7D | -1.7% | +2.9% | -4.6% | -2.7% |
| 30D | +2.0% | +0.6% | +1.3% | +1.5% |
| 3M | +7.0% | -6.6% | +13.6% | +8.8% |
| 6M | +17.0% | +23.6% | -6.6% | +7.4% |
| YTD | +18.1% | +38.6% | -20.5% | +3.9% |
| 1Y | +87.2% | +91.5% | -4.2% | +45.1% |
| 3Y | +283.1% | +49.3% | +233.8% | +213.8% |
| 5Y | +298.4% | +62.3% | +236.1% | +206.9% |
| 10Y | -23.4% | +276.9% | -300.4% | -60.4% |
| All | -23.4% | +266.9% | -290.3% | -60.4% |
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