+31,416.6%
AVGO vs JBHT
+1,020.8%
+30,395.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | -3.0% | +4.9% | -7.8% | -5.1% |
| 30D | -14.4% | +0.6% | -15.0% | -14.8% |
| 3M | -14.4% | -3.2% | -11.2% | -14.0% |
| 6M | +13.1% | +17.0% | -3.8% | +3.7% |
| YTD | +3.8% | +41.7% | -37.9% | -13.5% |
| 1Y | +17.8% | +90.0% | -72.2% | -16.3% |
| 3Y | +325.3% | +47.0% | +278.3% | +231.2% |
| 5Y | +689.9% | +58.3% | +631.6% | +476.7% |
| 10Y | +2,597.0% | +273.9% | +2,323.1% | +1,063.4% |
| All | +31,416.6% | +1,020.8% | +30,395.8% | +8,129.9% |
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