+50.9%
AMZN vs JBHT
+19.8%
+31.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | +4.2% | -1.4% | +1.3% |
| 30D | +3.4% | -0.4% | +3.8% | +3.5% |
| 3M | +0.1% | -17.3% | +17.4% | +6.1% |
| 6M | +0.6% | -3.5% | +4.1% | -0.4% |
| YTD | +15.9% | +18.0% | -2.2% | +4.7% |
| 1Y | +9.5% | +35.5% | -26.0% | -6.7% |
| 3Y | +86.3% | +34.8% | +51.5% | +52.2% |
| All | +50.9% | +19.8% | +31.0% | +22.3% |
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