+210.6%
YUM vs JBHT
+192.0%
+18.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.9% |
| 7D | +2.1% | +0.4% | +1.6% | +2.0% |
| 30D | +11.1% | -2.0% | +13.0% | +11.5% |
| 3M | +7.3% | -16.3% | +23.5% | +11.3% |
| 6M | +6.9% | -8.2% | +15.2% | +8.1% |
| YTD | +7.9% | +16.3% | -8.4% | +2.1% |
| 1Y | +10.0% | +32.2% | -22.2% | +0.5% |
| 3Y | +36.7% | +34.4% | +2.3% | +20.6% |
| 5Y | +40.2% | +20.3% | +19.9% | +24.8% |
| 10Y | +210.6% | +185.2% | +25.4% | +109.3% |
| All | +210.6% | +192.0% | +18.6% | +109.3% |
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