+67.7%
ASML vs JBHT
+15.0%
+52.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.8% | -7.7% |
| 7D | -19.0% | -1.4% | -17.7% | -18.4% |
| 30D | -25.9% | -3.1% | -22.9% | -25.0% |
| 3M | -19.1% | -19.5% | +0.5% | -11.5% |
| 6M | -5.7% | -9.6% | +3.8% | -3.2% |
| YTD | +27.6% | +13.3% | +14.3% | +16.1% |
| 1Y | +30.8% | +29.7% | +1.1% | +11.0% |
| 3Y | +116.2% | +28.3% | +87.9% | +76.0% |
| 5Y | +67.7% | +18.5% | +49.2% | +37.8% |
| All | +67.7% | +15.0% | +52.7% | +37.8% |
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