+199.8%
ABBV vs JBHT
+17.1%
+182.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | +8.0% | -2.3% | +10.3% | +8.2% |
| 3M | +20.2% | -18.5% | +38.6% | +22.4% |
| 6M | +44.0% | -11.3% | +55.2% | +45.2% |
| YTD | +31.3% | +12.6% | +18.7% | +28.6% |
| 1Y | +37.0% | +29.8% | +7.2% | +31.8% |
| 3Y | +128.0% | +28.1% | +99.9% | +115.9% |
| All | +199.8% | +17.1% | +182.7% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling