-4.2%
ABT vs JBHT
+17.1%
-21.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | +3.5% | -1.6% | +5.1% | +3.8% |
| 30D | +12.0% | -2.3% | +14.3% | +12.4% |
| 3M | +2.5% | -18.5% | +20.9% | +5.2% |
| 6M | +29.1% | -11.3% | +40.3% | +30.7% |
| YTD | -10.1% | +12.6% | -22.6% | -12.6% |
| 1Y | -9.8% | +29.8% | -39.6% | -14.4% |
| 3Y | +23.3% | +28.1% | -4.8% | +15.3% |
| All | -4.2% | +17.1% | -21.3% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling