+236.9%
W vs JBHT
+194.3%
+42.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.7% | -5.3% |
| 7D | -5.6% | -1.4% | -4.2% | -4.3% |
| 30D | +7.5% | -3.1% | +10.6% | +10.1% |
| 3M | +5.4% | -19.5% | +24.9% | +23.2% |
| 6M | +79.4% | -9.6% | +89.0% | +87.9% |
| YTD | +12.9% | +13.3% | -0.4% | -4.9% |
| 1Y | +12.4% | +29.7% | -17.3% | -16.5% |
| 3Y | +128.5% | +28.3% | +100.2% | +69.2% |
| 5Y | -54.0% | +18.5% | -72.4% | -62.1% |
| All | +236.9% | +194.3% | +42.6% | +49.2% |
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 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