+427.1%
WMT vs JBHT
+273.4%
+153.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | +3.9% | +4.9% | -1.0% | +3.1% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | -8.8% | -3.2% | -5.6% | -8.5% |
| 6M | -15.6% | +17.0% | -32.6% | -18.3% |
| YTD | -3.2% | +41.7% | -44.9% | -9.5% |
| 1Y | +7.0% | +90.0% | -82.9% | -5.7% |
| 3Y | +105.3% | +47.0% | +58.3% | +86.3% |
| 5Y | +129.3% | +58.3% | +70.9% | +100.5% |
| All | +427.1% | +273.4% | +153.7% | +251.8% |
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