+556.9%
A vs JBHT
+7,477.4%
-6,920.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -1.7% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | +1.4% | -3.1% | +4.5% | +2.6% |
| 3M | +21.9% | -19.5% | +41.5% | +31.3% |
| 6M | +46.7% | -9.6% | +56.2% | +50.0% |
| YTD | +27.2% | +13.3% | +13.9% | +18.3% |
| 1Y | +17.9% | +29.7% | -11.8% | +3.8% |
| 3Y | +61.1% | +28.3% | +32.8% | +38.0% |
| 5Y | +13.8% | +18.5% | -4.6% | -1.4% |
| 10Y | +318.8% | +198.1% | +120.7% | +139.7% |
| All | +556.9% | +7,477.4% | -6,920.6% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling