+14.3%
ABT vs JBHT
+47.5%
-33.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.6% |
| 7D | -3.7% | +4.9% | -8.6% | -4.0% |
| 30D | +2.5% | +0.6% | +1.9% | +2.4% |
| 3M | +20.2% | -3.2% | +23.4% | +20.3% |
| 6M | -2.9% | +17.0% | -19.9% | -3.9% |
| YTD | -11.9% | +41.7% | -53.6% | -13.7% |
| 1Y | -16.5% | +90.0% | -106.5% | -19.6% |
| All | +14.3% | +47.5% | -33.2% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling