+449.6%
V vs JBHT
+194.3%
+255.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.4% |
| 30D | +14.0% | -3.1% | +17.1% | +15.0% |
| 3M | +14.9% | -19.5% | +34.4% | +21.6% |
| 6M | +31.7% | -9.6% | +41.3% | +33.8% |
| YTD | +21.2% | +13.3% | +7.9% | +13.8% |
| 1Y | +25.3% | +29.7% | -4.4% | +12.4% |
| 3Y | +77.5% | +28.3% | +49.2% | +53.6% |
| 5Y | +102.6% | +18.5% | +84.1% | +75.7% |
| All | +449.6% | +194.3% | +255.3% | +244.3% |
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