+97,349.8%
ASML vs JBHT
+7,434.1%
+89,915.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.0% |
| 7D | +1.1% | +4.9% | -3.8% | -0.9% |
| 30D | +2.2% | +0.6% | +1.6% | +1.8% |
| 3M | -2.3% | -3.2% | +0.9% | -1.3% |
| 6M | +23.0% | +17.0% | +6.0% | +14.5% |
| YTD | +61.1% | +41.7% | +19.4% | +38.0% |
| 1Y | +129.1% | +90.0% | +39.1% | +70.9% |
| 3Y | +165.4% | +47.0% | +118.4% | +116.4% |
| 5Y | +109.5% | +58.3% | +51.1% | +65.0% |
| 10Y | +1,645.7% | +273.9% | +1,371.8% | +840.7% |
| All | +97,349.8% | +7,434.1% | +89,915.7% | +16,249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling