-24.2%
ADSK vs JBHT
+58.3%
-82.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.8% | -11.1% | -9.3% |
| 7D | -16.4% | +4.9% | -21.3% | -18.0% |
| 30D | -9.2% | +0.6% | -9.8% | -9.8% |
| 3M | -6.7% | -3.2% | -3.5% | -6.4% |
| 6M | -15.5% | +17.0% | -32.5% | -22.2% |
| YTD | -26.4% | +41.7% | -68.0% | -37.8% |
| 1Y | -31.9% | +90.0% | -121.9% | -50.5% |
| 3Y | -1.0% | +47.0% | -47.9% | -20.2% |
| All | -24.2% | +58.3% | -82.5% | -42.8% |
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