+31.2%
ALL vs JBHT
+29.5%
+1.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.5% |
| 7D | -1.9% | -1.6% | -0.4% | -1.9% |
| 30D | +13.8% | -2.3% | +16.1% | +13.8% |
| 3M | -7.0% | -18.5% | +11.5% | -7.2% |
| 6M | +18.0% | -11.3% | +29.3% | +16.9% |
| YTD | +24.2% | +12.6% | +11.6% | +21.3% |
| 1Y | +31.2% | +29.8% | +1.4% | +28.2% |
| All | +31.2% | +29.5% | +1.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling