+384.1%
TPR vs JBHT
+194.3%
+189.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.6% | +9.2% |
| 7D | +13.9% | -1.4% | +15.2% | +14.6% |
| 30D | +14.9% | -3.1% | +18.0% | +16.7% |
| 3M | -15.4% | -19.5% | +4.2% | -6.1% |
| 6M | -4.5% | -9.6% | +5.1% | -2.8% |
| YTD | +6.0% | +13.3% | -7.3% | -7.6% |
| 1Y | +24.3% | +29.7% | -5.4% | -0.9% |
| 3Y | +412.8% | +28.3% | +384.5% | +281.2% |
| 5Y | +258.4% | +18.5% | +240.0% | +172.5% |
| All | +384.1% | +194.3% | +189.8% | +89.5% |
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