+599.6%
XYZ vs JBHT
+272.5%
+327.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.5% |
| 7D | -1.0% | +4.9% | -5.8% | -3.9% |
| 30D | -1.7% | +0.6% | -2.3% | -2.3% |
| 3M | +16.7% | -3.2% | +19.9% | +17.9% |
| 6M | +26.9% | +17.0% | +9.9% | +12.2% |
| YTD | +27.1% | +41.7% | -14.5% | -0.7% |
| 1Y | +9.3% | +90.0% | -80.7% | -32.4% |
| 3Y | +42.3% | +47.0% | -4.7% | +2.3% |
| 5Y | -69.3% | +58.3% | -127.6% | -78.7% |
| All | +599.6% | +272.5% | +327.1% | +182.3% |
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