-59.7%
ADBE vs JBHT
+58.3%
-118.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -7.6% |
| 7D | -8.6% | +4.9% | -13.5% | -10.0% |
| 30D | +2.8% | +0.6% | +2.2% | +2.3% |
| 3M | +3.1% | -3.2% | +6.3% | +3.6% |
| 6M | -2.4% | +17.0% | -19.4% | -8.6% |
| YTD | -23.9% | +41.7% | -65.5% | -33.8% |
| 1Y | -22.6% | +90.0% | -112.6% | -40.6% |
| 3Y | -52.7% | +47.0% | -99.7% | -60.7% |
| All | -59.7% | +58.3% | -118.0% | -68.5% |
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