-7.0%
ABT vs JBHT
+58.3%
-65.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | -3.7% | +4.9% | -8.6% | -4.4% |
| 30D | +2.5% | +0.6% | +1.9% | +2.3% |
| 3M | +20.2% | -3.2% | +23.4% | +20.6% |
| 6M | -2.9% | +17.0% | -19.9% | -5.6% |
| YTD | -11.9% | +41.7% | -53.6% | -17.0% |
| 1Y | -16.5% | +90.0% | -106.5% | -25.5% |
| 3Y | +12.1% | +47.0% | -34.9% | +3.8% |
| All | -7.0% | +58.3% | -65.3% | -17.8% |
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