-14.0%
Z vs JBHT
+194.3%
-208.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.6% | -7.1% | -8.9% |
| 7D | -2.3% | -1.4% | -0.9% | -1.4% |
| 30D | +9.4% | -3.1% | +12.4% | +11.4% |
| 3M | -16.1% | -19.5% | +3.5% | -7.4% |
| 6M | -30.4% | -9.6% | -20.9% | -28.3% |
| YTD | -55.6% | +13.3% | -68.9% | -59.7% |
| 1Y | -58.5% | +29.7% | -88.2% | -65.0% |
| 3Y | -19.6% | +28.3% | -47.9% | -34.2% |
| 5Y | -54.1% | +18.5% | -72.6% | -61.2% |
| All | -14.0% | +194.3% | -208.3% | -49.7% |
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