+215.3%
YUM vs JBHT
+176.2%
+39.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.7% | +0.5% | -4.1% | -3.8% |
| 30D | +9.2% | -0.1% | +9.3% | +9.1% |
| 3M | +11.2% | -14.0% | +25.3% | +14.7% |
| 6M | +7.7% | -5.1% | +12.7% | +7.9% |
| YTD | +7.5% | +18.0% | -10.6% | +1.3% |
| 1Y | +8.3% | +36.5% | -28.2% | -1.8% |
| 3Y | +34.8% | +34.8% | 0.0% | +18.9% |
| 5Y | +41.6% | +21.4% | +20.2% | +25.8% |
| All | +215.3% | +176.2% | +39.1% | +105.6% |
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