+128.4%
VRSK vs JBHT
+266.9%
-138.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +2.0% |
| 7D | -5.4% | +2.9% | -8.3% | -6.1% |
| 30D | -1.8% | +0.6% | -2.4% | -2.1% |
| 3M | -2.2% | -6.6% | +4.4% | -1.0% |
| 6M | -14.9% | +23.6% | -38.5% | -20.1% |
| YTD | -20.0% | +38.6% | -58.6% | -27.6% |
| 1Y | -33.1% | +91.5% | -124.6% | -45.6% |
| 3Y | -25.6% | +49.3% | -74.9% | -36.5% |
| 5Y | -10.1% | +62.3% | -72.4% | -27.8% |
| 10Y | +128.4% | +276.9% | -148.5% | +29.6% |
| All | +128.4% | +266.9% | -138.4% | +29.6% |
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