+22.1%
ADM vs JBHT
+21.8%
+0.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | -1.8% | +0.9% | -2.8% | -2.0% |
| 30D | -13.3% | -1.1% | -12.2% | -13.2% |
| 3M | -13.4% | -14.8% | +1.4% | -11.5% |
| 6M | -9.6% | -7.4% | -2.2% | -9.2% |
| YTD | +23.0% | +17.3% | +5.7% | +18.3% |
| 1Y | +27.4% | +35.3% | -8.0% | +19.4% |
| 3Y | +5.7% | +33.9% | -28.3% | -3.8% |
| 5Y | +22.1% | +22.5% | -0.5% | +7.1% |
| All | +22.1% | +21.8% | +0.3% | +7.1% |
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