-40.4%
TOST vs JBHT
+15.0%
-55.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +1.1% |
| 7D | +11.6% | -1.4% | +13.0% | +12.4% |
| 30D | +16.2% | -3.1% | +19.3% | +17.9% |
| 3M | +1.0% | -19.5% | +20.6% | +11.2% |
| 6M | +23.2% | -9.6% | +32.8% | +26.0% |
| YTD | -1.0% | +13.3% | -14.3% | -12.2% |
| 1Y | -9.9% | +29.7% | -39.6% | -26.2% |
| 3Y | +101.0% | +28.3% | +72.7% | +54.7% |
| 5Y | -40.4% | +18.5% | -58.9% | -55.6% |
| All | -40.4% | +15.0% | -55.4% | -55.6% |
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