+325.4%
AVGO vs JBHT
+47.5%
+277.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | -3.0% | +4.9% | -7.8% | -4.1% |
| 30D | -14.4% | +0.6% | -15.0% | -14.6% |
| 3M | -14.4% | -3.2% | -11.2% | -14.1% |
| 6M | +13.1% | +17.0% | -3.8% | +7.5% |
| YTD | +3.8% | +41.7% | -37.9% | -6.7% |
| 1Y | +17.8% | +90.0% | -72.2% | -3.7% |
| All | +325.4% | +47.5% | +277.9% | +261.4% |
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 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