-16.6%
TLT vs JBHT
+192.4%
-208.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | -1.6% | +1.7% | 0.0% |
| 30D | +6.2% | -2.3% | +8.5% | +6.1% |
| 3M | +0.1% | -18.5% | +18.5% | -1.1% |
| 6M | -3.0% | -11.3% | +8.3% | -3.4% |
| YTD | -2.7% | +12.6% | -15.3% | -1.5% |
| 1Y | -4.8% | +29.8% | -34.6% | -2.6% |
| 3Y | +6.9% | +28.1% | -21.2% | +10.0% |
| 5Y | -34.5% | +17.7% | -52.1% | -32.7% |
| All | -16.6% | +192.4% | -208.9% | +16.8% |
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