+20,638.2%
ADBE vs JBHT
+9,288.5%
+11,349.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +0.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +3.5% | -3.1% | +6.6% | +4.4% |
| 3M | -5.0% | -19.5% | +14.6% | +0.7% |
| 6M | -3.6% | -9.6% | +6.0% | -1.7% |
| YTD | -29.6% | +13.3% | -42.9% | -33.5% |
| 1Y | -26.6% | +29.7% | -56.2% | -33.5% |
| 3Y | -56.3% | +28.3% | -84.6% | -61.4% |
| 5Y | -62.8% | +18.5% | -81.3% | -66.6% |
| 10Y | +132.1% | +198.1% | -66.1% | +54.0% |
| All | +20,638.2% | +9,288.5% | +11,349.7% | +4,414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling