+677.2%
VRSK vs JBHT
+718.3%
-41.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.8% |
| 7D | -0.4% | +0.4% | -0.9% | -0.7% |
| 30D | +12.9% | -2.0% | +14.9% | +13.3% |
| 3M | +4.9% | -16.3% | +21.1% | +9.0% |
| 6M | +17.3% | -8.2% | +25.6% | +18.5% |
| YTD | -9.6% | +16.3% | -25.9% | -15.5% |
| 1Y | -5.6% | +32.2% | -37.8% | -15.2% |
| 3Y | -12.9% | +34.4% | -47.3% | -25.4% |
| 5Y | -3.9% | +20.3% | -24.3% | -16.5% |
| 10Y | +153.9% | +185.2% | -31.4% | +52.6% |
| All | +677.2% | +718.3% | -41.1% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling