+145.0%
ALL vs JBHT
+17.1%
+127.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -1.9% | -1.6% | -0.4% | -1.7% |
| 30D | +13.8% | -2.3% | +16.1% | +14.1% |
| 3M | -7.0% | -18.5% | +11.5% | -4.9% |
| 6M | +18.0% | -11.3% | +29.3% | +18.8% |
| YTD | +24.2% | +12.6% | +11.6% | +20.1% |
| 1Y | +31.2% | +29.8% | +1.4% | +23.9% |
| 3Y | +107.5% | +28.1% | +79.4% | +92.5% |
| All | +145.0% | +17.1% | +127.9% | +120.3% |
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 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