+158.9%
VRSK vs JBHT
+186.6%
-27.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +3.6% | +0.9% | +2.6% | +3.2% |
| 30D | +14.9% | -1.1% | +16.0% | +15.0% |
| 3M | +12.9% | -14.8% | +27.7% | +16.4% |
| 6M | +19.3% | -7.4% | +26.8% | +20.1% |
| YTD | -8.1% | +17.3% | -25.4% | -13.9% |
| 1Y | -3.2% | +35.3% | -38.6% | -13.0% |
| 3Y | -12.3% | +33.9% | -46.3% | -24.0% |
| 5Y | -1.2% | +22.5% | -23.7% | -13.8% |
| 10Y | +158.9% | +181.3% | -22.5% | +56.9% |
| All | +158.9% | +186.6% | -27.7% | +56.9% |
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