+599.5%
XYZ vs JBHT
+192.4%
+407.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +12.1% | -1.6% | +13.7% | +13.4% |
| 30D | +12.4% | -2.3% | +14.7% | +13.9% |
| 3M | +8.2% | -18.5% | +26.6% | +21.3% |
| 6M | +20.7% | -11.3% | +32.0% | +26.7% |
| YTD | +31.3% | +12.6% | +18.8% | +17.1% |
| 1Y | +20.5% | +29.8% | -9.2% | -2.8% |
| 3Y | +72.6% | +28.1% | +44.5% | +32.7% |
| 5Y | -64.0% | +17.7% | -81.7% | -70.2% |
| All | +599.5% | +192.4% | +407.2% | +242.7% |
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