+49.1%
ADP vs JBHT
+17.1%
+32.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | +3.2% | -1.6% | +4.8% | +3.5% |
| 30D | +14.9% | -2.3% | +17.2% | +15.4% |
| 3M | +11.6% | -18.5% | +30.1% | +15.6% |
| 6M | +48.5% | -11.3% | +59.7% | +50.6% |
| YTD | +20.6% | +12.6% | +8.0% | +15.4% |
| 1Y | +23.7% | +29.8% | -6.1% | +14.4% |
| 3Y | +47.8% | +28.1% | +19.7% | +33.4% |
| All | +49.1% | +17.1% | +32.0% | +31.2% |
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 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