+85,040.9%
ASML vs JBHT
+6,148.6%
+78,892.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | -10.0% | +1.7% | -11.7% | -10.7% |
| 30D | -19.4% | -1.2% | -18.3% | -19.2% |
| 3M | -12.5% | -17.1% | +4.7% | -6.4% |
| 6M | +8.2% | -4.4% | +12.6% | +8.6% |
| YTD | +40.7% | +17.5% | +23.2% | +29.0% |
| 1Y | +46.1% | +32.6% | +13.5% | +27.3% |
| 3Y | +138.5% | +33.0% | +105.5% | +101.1% |
| 5Y | +84.2% | +20.3% | +63.8% | +61.0% |
| 10Y | +1,505.1% | +209.1% | +1,296.0% | +827.3% |
| All | +85,040.9% | +6,148.6% | +78,892.3% | +15,182.4% |
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