+164.9%
ASML vs JBHT
+47.5%
+117.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.1% |
| 7D | +1.1% | +4.9% | -3.8% | -0.7% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | -2.3% | -3.2% | +0.9% | -1.4% |
| 6M | +23.0% | +17.0% | +6.0% | +15.1% |
| YTD | +61.1% | +41.7% | +19.4% | +39.7% |
| 1Y | +129.1% | +90.0% | +39.1% | +75.5% |
| All | +164.9% | +47.5% | +117.4% | +118.2% |
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