+3,552.3%
ASX vs JBHT
+9,049.3%
-5,497.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.3% |
| 7D | -14.6% | +1.7% | -16.3% | -15.1% |
| 30D | -21.1% | -1.2% | -19.9% | -20.9% |
| 3M | -3.1% | -17.1% | +14.1% | +2.3% |
| 6M | +17.4% | -4.4% | +21.8% | +17.7% |
| YTD | +135.3% | +17.5% | +117.8% | +119.3% |
| 1Y | +146.5% | +32.6% | +113.9% | +120.4% |
| 3Y | +403.1% | +33.0% | +370.0% | +338.4% |
| 5Y | +551.7% | +20.3% | +531.4% | +480.6% |
| 10Y | +923.7% | +209.1% | +714.6% | +555.4% |
| All | +3,552.3% | +9,049.3% | -5,497.0% | +939.4% |
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