+0.9%
ABT vs JBHT
+15.0%
-14.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.1% |
| 7D | +8.6% | -1.4% | +10.0% | +8.9% |
| 30D | +16.4% | -3.1% | +19.5% | +16.9% |
| 3M | +8.1% | -19.5% | +27.7% | +11.2% |
| 6M | +32.1% | -9.6% | +41.6% | +33.3% |
| YTD | -7.1% | +13.3% | -20.4% | -9.7% |
| 1Y | -6.5% | +29.7% | -36.2% | -11.2% |
| 3Y | +26.2% | +28.3% | -2.1% | +18.1% |
| 5Y | +0.9% | +18.5% | -17.6% | -7.6% |
| All | +0.9% | +15.0% | -14.1% | -7.6% |
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