-5.9%
ABT vs JBHT
+34.8%
-40.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.5% |
| 7D | +12.5% | +1.7% | +10.8% | +12.4% |
| 30D | +16.1% | -1.2% | +17.3% | +16.2% |
| 3M | +10.2% | -17.1% | +27.3% | +12.0% |
| 6M | +33.7% | -4.4% | +38.1% | +33.6% |
| YTD | -5.5% | +17.5% | -23.0% | -8.2% |
| 1Y | -5.9% | +32.6% | -38.5% | -11.4% |
| All | -5.9% | +34.8% | -40.7% | -11.4% |
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 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