+48.6%
AMZN vs JBHT
+17.1%
+31.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +7.9% | -1.6% | +9.5% | +8.5% |
| 30D | -0.2% | -2.3% | +2.0% | +0.4% |
| 3M | -4.8% | -18.5% | +13.7% | +1.3% |
| 6M | -5.7% | -11.3% | +5.6% | -3.7% |
| YTD | +12.3% | +12.6% | -0.2% | +3.2% |
| 1Y | +6.7% | +29.8% | -23.1% | -7.8% |
| 3Y | +85.6% | +28.1% | +57.5% | +54.4% |
| All | +48.6% | +17.1% | +31.6% | +22.2% |
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 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