-57.7%
ADBE vs JBHT
+27.4%
-85.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -4.4% | -1.6% | -2.8% | -4.1% |
| 30D | +2.8% | -2.3% | +5.1% | +3.3% |
| 3M | -8.0% | -18.5% | +10.4% | -4.8% |
| 6M | -4.3% | -11.3% | +6.9% | -2.7% |
| YTD | -31.6% | +12.6% | -44.2% | -34.6% |
| 1Y | -26.9% | +29.8% | -56.7% | -32.6% |
| 3Y | -57.7% | +28.1% | -85.8% | -60.4% |
| All | -57.7% | +27.4% | -85.1% | -60.4% |
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