-24.7%
U vs JBHT
+72.2%
-96.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.9% |
| 7D | +36.6% | -1.6% | +38.2% | +37.3% |
| 30D | +13.3% | -2.3% | +15.6% | +14.2% |
| 3M | +26.2% | -18.5% | +44.6% | +38.7% |
| 6M | +88.7% | -11.3% | +100.0% | +95.3% |
| YTD | +16.6% | +12.6% | +4.0% | +3.1% |
| 1Y | +29.0% | +29.8% | -0.8% | +4.4% |
| 3Y | +99.5% | +28.1% | +71.4% | +56.3% |
| 5Y | -66.1% | +17.7% | -83.8% | -72.5% |
| All | -24.7% | +72.2% | -96.9% | -38.1% |
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