-64.1%
ADBE vs JBHT
+17.1%
-81.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -4.4% | -1.6% | -2.8% | -3.9% |
| 30D | +2.8% | -2.3% | +5.1% | +3.5% |
| 3M | -8.0% | -18.5% | +10.4% | -2.7% |
| 6M | -4.3% | -11.3% | +6.9% | -1.9% |
| YTD | -31.6% | +12.6% | -44.2% | -36.4% |
| 1Y | -26.9% | +29.8% | -56.7% | -35.6% |
| 3Y | -57.7% | +28.1% | -85.8% | -64.0% |
| All | -64.1% | +17.1% | -81.1% | -69.1% |
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