+177.6%
YUM vs JBHT
+266.9%
-89.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.3% |
| 7D | -4.0% | +2.9% | -7.0% | -4.7% |
| 30D | -0.1% | +0.6% | -0.7% | -0.4% |
| 3M | -4.3% | -6.6% | +2.3% | -3.1% |
| 6M | -8.7% | +23.6% | -32.3% | -14.1% |
| YTD | -3.1% | +38.6% | -41.7% | -11.8% |
| 1Y | +1.0% | +91.5% | -90.5% | -16.3% |
| 3Y | +21.0% | +49.3% | -28.3% | +4.7% |
| 5Y | +22.9% | +62.3% | -39.4% | +0.4% |
| 10Y | +177.6% | +276.9% | -99.4% | +62.7% |
| All | +177.6% | +266.9% | -89.3% | +62.7% |
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