+1,320.5%
ABBV vs JBHT
+307.2%
+1,013.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | -1.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | +8.7% | -3.1% | +11.8% | +9.4% |
| 3M | +17.8% | -19.5% | +37.3% | +22.7% |
| 6M | +41.7% | -9.6% | +51.3% | +43.5% |
| YTD | +29.9% | +13.3% | +16.6% | +24.2% |
| 1Y | +37.0% | +29.7% | +7.3% | +26.7% |
| 3Y | +125.2% | +28.3% | +96.9% | +103.2% |
| 5Y | +193.8% | +18.5% | +175.3% | +163.3% |
| 10Y | +673.0% | +198.1% | +474.9% | +368.3% |
| All | +1,320.5% | +307.2% | +1,013.3% | +722.5% |
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