-39.0%
U vs JBHT
+116.7%
-155.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.6% |
| 7D | -3.8% | +4.9% | -8.7% | -6.4% |
| 30D | +17.5% | +0.6% | +16.9% | +16.5% |
| 3M | +38.7% | -3.2% | +41.9% | +39.5% |
| 6M | +104.4% | +17.0% | +87.5% | +82.3% |
| YTD | -5.7% | +41.7% | -47.3% | -25.5% |
| 1Y | +3.7% | +90.0% | -86.3% | -34.3% |
| 3Y | +12.3% | +47.0% | -34.7% | -16.3% |
| 5Y | -68.8% | +58.3% | -127.1% | -77.5% |
| All | -39.0% | +116.7% | -155.8% | -55.2% |
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