+25.7%
ABNB vs JBHT
+108.2%
-82.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.9% |
| 7D | -4.0% | +4.9% | -8.8% | -5.8% |
| 30D | +19.3% | +0.6% | +18.7% | +18.6% |
| 3M | +36.1% | -3.2% | +39.3% | +36.6% |
| 6M | +34.2% | +17.0% | +17.3% | +23.6% |
| YTD | +34.1% | +41.7% | -7.6% | +13.4% |
| 1Y | +45.1% | +90.0% | -44.9% | +5.9% |
| 3Y | +37.1% | +47.0% | -9.9% | +10.0% |
| 5Y | +15.2% | +58.3% | -43.2% | -11.9% |
| All | +25.7% | +108.2% | -82.5% | -7.5% |
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