+25.6%
AR vs JBHT
+28.2%
-2.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -2.4% |
| 7D | -11.7% | -1.4% | -10.3% | -11.6% |
| 30D | +1.8% | -3.1% | +4.9% | +2.1% |
| 3M | +6.0% | -19.5% | +25.5% | +8.6% |
| 6M | -7.0% | -9.6% | +2.5% | -6.3% |
| YTD | +5.6% | +13.3% | -7.7% | +2.5% |
| 1Y | +10.8% | +29.7% | -18.9% | +4.8% |
| All | +25.6% | +28.2% | -2.6% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling