-64.5%
ADBE vs JBHT
+20.5%
-85.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.8% |
| 7D | -5.6% | +0.2% | -5.9% | -5.7% |
| 30D | -2.0% | -2.2% | +0.1% | -1.5% |
| 3M | -10.5% | -16.5% | +5.9% | -6.0% |
| 6M | -6.2% | -8.4% | +2.2% | -4.8% |
| YTD | -32.2% | +16.1% | -48.3% | -37.5% |
| 1Y | -27.4% | +31.9% | -59.4% | -36.4% |
| 3Y | -58.9% | +34.1% | -93.0% | -65.7% |
| 5Y | -64.5% | +20.1% | -84.6% | -69.7% |
| All | -64.5% | +20.5% | -85.0% | -69.7% |
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