-62.8%
ADBE vs JBHT
+15.0%
-77.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +0.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +3.5% | -3.1% | +6.6% | +4.5% |
| 3M | -5.0% | -19.5% | +14.6% | +1.0% |
| 6M | -3.6% | -9.6% | +6.0% | -1.8% |
| YTD | -29.6% | +13.3% | -42.9% | -34.6% |
| 1Y | -26.6% | +29.7% | -56.2% | -35.3% |
| 3Y | -56.3% | +28.3% | -84.6% | -62.8% |
| 5Y | -62.8% | +18.5% | -81.3% | -68.1% |
| All | -62.8% | +15.0% | -77.8% | -68.1% |
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