+17.6%
ABNB vs JBHT
+66.5%
-49.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | 0.0% | -2.2% |
| 7D | +2.2% | -1.4% | +3.6% | +2.8% |
| 30D | +6.1% | -3.1% | +9.1% | +7.3% |
| 3M | +11.6% | -19.5% | +31.1% | +20.1% |
| 6M | +21.8% | -9.6% | +31.3% | +23.7% |
| YTD | +25.4% | +13.3% | +12.0% | +14.8% |
| 1Y | +38.9% | +29.7% | +9.2% | +19.8% |
| 3Y | +38.7% | +28.3% | +10.4% | +15.8% |
| 5Y | -15.6% | +18.5% | -34.1% | -29.6% |
| All | +17.6% | +66.5% | -49.0% | -6.4% |
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