+322.1%
ADP vs JBHT
+194.3%
+127.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.7% | +2.3% |
| 7D | +7.4% | -1.4% | +8.7% | +7.8% |
| 30D | +17.1% | -3.1% | +20.1% | +18.1% |
| 3M | +14.4% | -19.5% | +34.0% | +21.3% |
| 6M | +47.9% | -9.6% | +57.5% | +50.3% |
| YTD | +22.1% | +13.3% | +8.8% | +14.2% |
| 1Y | +21.8% | +29.7% | -7.9% | +8.7% |
| 3Y | +50.5% | +28.3% | +22.2% | +29.3% |
| 5Y | +49.6% | +18.5% | +31.1% | +28.8% |
| All | +322.1% | +194.3% | +127.8% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling