-12.0%
VRSK vs JBHT
+60.5%
-72.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.6% |
| 7D | -9.7% | +7.1% | -16.8% | -10.5% |
| 30D | -8.5% | +2.3% | -10.8% | -8.9% |
| 3M | -1.7% | -4.5% | +2.8% | -1.3% |
| 6M | -17.9% | +29.2% | -47.1% | -20.8% |
| YTD | -21.1% | +42.2% | -63.3% | -25.2% |
| 1Y | -35.1% | +93.7% | -128.9% | -41.9% |
| 3Y | -26.7% | +53.2% | -79.9% | -32.2% |
| 5Y | -12.0% | +62.4% | -74.4% | -20.7% |
| All | -12.0% | +60.5% | -72.5% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling