-34.7%
TLT vs JBHT
+15.0%
-49.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | +0.5% | -1.4% | +1.9% | +0.6% |
| 30D | +6.0% | -3.1% | +9.1% | +6.1% |
| 3M | -0.9% | -19.5% | +18.6% | -0.4% |
| 6M | -2.6% | -9.6% | +7.0% | -2.5% |
| YTD | -3.1% | +13.3% | -16.4% | -3.6% |
| 1Y | -4.4% | +29.7% | -34.0% | -5.2% |
| 3Y | +5.5% | +28.3% | -22.8% | +4.4% |
| 5Y | -34.7% | +18.5% | -53.2% | -34.7% |
| All | -34.7% | +15.0% | -49.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling