+379.1%
TPR vs JBHT
+192.4%
+186.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.6% |
| 7D | +14.2% | -1.6% | +15.8% | +15.1% |
| 30D | +17.1% | -2.3% | +19.4% | +18.3% |
| 3M | -17.7% | -18.5% | +0.7% | -9.4% |
| 6M | -10.2% | -11.3% | +1.1% | -7.6% |
| YTD | +4.9% | +12.6% | -7.7% | -8.2% |
| 1Y | +36.1% | +29.8% | +6.4% | +8.4% |
| 3Y | +416.5% | +28.1% | +388.4% | +283.9% |
| 5Y | +254.8% | +17.7% | +237.1% | +170.8% |
| All | +379.1% | +192.4% | +186.8% | +88.3% |
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