-3.9%
VRSK vs JBHT
+20.8%
-24.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.3% |
| 7D | -0.4% | +0.4% | -0.9% | -0.5% |
| 30D | +12.9% | -2.0% | +14.9% | +13.1% |
| 3M | +4.9% | -16.3% | +21.1% | +6.6% |
| 6M | +17.3% | -8.2% | +25.6% | +17.9% |
| YTD | -9.6% | +16.3% | -25.9% | -12.5% |
| 1Y | -5.6% | +32.2% | -37.8% | -10.6% |
| 3Y | -12.9% | +34.4% | -47.3% | -19.4% |
| 5Y | -3.9% | +20.3% | -24.3% | -10.9% |
| All | -3.9% | +20.8% | -24.7% | -10.9% |
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 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