+120.0%
ADBE vs JBHT
+192.0%
-72.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.9% |
| 7D | -5.6% | +0.4% | -6.1% | -5.8% |
| 30D | -2.0% | -2.0% | -0.1% | -1.5% |
| 3M | -10.5% | -16.3% | +5.8% | -5.5% |
| 6M | -6.2% | -8.2% | +2.0% | -4.6% |
| YTD | -32.2% | +16.3% | -48.5% | -37.8% |
| 1Y | -27.4% | +32.2% | -59.6% | -36.8% |
| 3Y | -58.9% | +34.4% | -93.3% | -65.9% |
| 5Y | -64.5% | +20.3% | -84.8% | -69.6% |
| 10Y | +120.0% | +185.2% | -65.2% | +39.3% |
| All | +120.0% | +192.0% | -72.0% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling