-34.8%
TLT vs JBHT
+21.8%
-56.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | +3.7% | -1.1% | +4.8% | +3.7% |
| 3M | -0.7% | -14.8% | +14.1% | -0.3% |
| 6M | -4.2% | -7.4% | +3.3% | -4.1% |
| YTD | -4.0% | +17.3% | -21.3% | -4.6% |
| 1Y | -5.8% | +35.3% | -41.2% | -6.8% |
| 3Y | +4.1% | +33.9% | -29.8% | +2.9% |
| 5Y | -34.8% | +22.5% | -57.3% | -34.8% |
| All | -34.8% | +21.8% | -56.6% | -34.8% |
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 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