+5,720.0%
ADSK vs JBHT
+9,226.7%
-3,506.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +4.9% | -1.6% | +6.4% | +5.4% |
| 30D | +11.3% | -2.3% | +13.6% | +12.0% |
| 3M | +7.9% | -18.5% | +26.4% | +13.8% |
| 6M | +7.7% | -11.3% | +18.9% | +10.2% |
| YTD | -11.6% | +12.6% | -24.1% | -16.3% |
| 1Y | -11.2% | +29.8% | -41.0% | -19.6% |
| 3Y | +29.6% | +28.1% | +1.5% | +14.9% |
| 5Y | -19.4% | +17.7% | -37.0% | -26.7% |
| 10Y | +276.9% | +196.1% | +80.8% | +158.2% |
| All | +5,720.0% | +9,226.7% | -3,506.7% | +1,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling