+17.8%
ADP vs JBHT
+47.5%
-29.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.4% |
| 7D | -3.4% | +4.9% | -8.3% | -3.9% |
| 30D | +2.8% | +0.6% | +2.2% | +2.6% |
| 3M | +20.9% | -3.2% | +24.1% | +21.2% |
| 6M | +29.9% | +17.0% | +12.9% | +27.1% |
| YTD | +9.6% | +41.7% | -32.0% | +4.6% |
| 1Y | -5.3% | +90.0% | -95.2% | -13.4% |
| All | +17.8% | +47.5% | -29.7% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling