+34.9%
ABBV vs JBHT
+36.3%
-1.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +5.6% | -0.1% | +5.7% | +5.6% |
| 3M | +18.7% | -14.0% | +32.7% | +19.1% |
| 6M | +47.4% | -5.1% | +52.5% | +48.0% |
| YTD | +33.0% | +18.0% | +14.9% | +31.0% |
| 1Y | +34.9% | +36.5% | -1.6% | +27.7% |
| All | +34.9% | +36.3% | -1.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling