+140.3%
ASML vs JBHT
+33.0%
+107.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | -10.0% | +1.7% | -11.7% | -10.6% |
| 30D | -19.4% | -1.2% | -18.3% | -19.3% |
| 3M | -12.5% | -17.1% | +4.7% | -7.3% |
| 6M | +8.2% | -4.4% | +12.6% | +8.3% |
| YTD | +40.7% | +17.5% | +23.2% | +29.3% |
| 1Y | +46.1% | +32.6% | +13.5% | +28.2% |
| All | +140.3% | +33.0% | +107.4% | +103.7% |
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