+1,105.9%
VSH vs JBHT
+9,288.5%
-8,182.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -3.6% | -11.2% | -13.5% |
| 7D | -25.2% | -1.4% | -23.8% | -24.7% |
| 30D | -41.8% | -3.1% | -38.7% | -41.1% |
| 3M | -33.4% | -19.5% | -13.9% | -28.1% |
| 6M | -31.0% | -9.6% | -21.5% | -29.1% |
| YTD | +53.6% | +13.3% | +40.3% | +45.0% |
| 1Y | +46.3% | +29.7% | +16.6% | +31.5% |
| 3Y | -1.0% | +28.3% | -29.3% | -11.0% |
| 5Y | +18.6% | +18.5% | +0.2% | +8.2% |
| 10Y | +91.7% | +198.1% | -106.4% | +26.9% |
| All | +1,105.9% | +9,288.5% | -8,182.6% | +201.1% |
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