+28,613.9%
AVGO vs JBHT
+829.6%
+27,784.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -7.5% | +1.7% | -9.2% | -8.2% |
| 30D | -10.2% | -1.2% | -9.0% | -10.0% |
| 3M | -22.0% | -17.1% | -4.9% | -16.3% |
| 6M | -21.6% | -4.4% | -17.2% | -21.8% |
| YTD | -5.4% | +17.5% | -22.9% | -15.3% |
| 1Y | -6.8% | +32.6% | -39.4% | -21.3% |
| 3Y | +280.9% | +33.0% | +247.9% | +206.4% |
| 5Y | +548.1% | +20.3% | +527.8% | +433.7% |
| 10Y | +2,363.2% | +209.1% | +2,154.1% | +1,044.3% |
| All | +28,613.9% | +829.6% | +27,784.3% | +7,958.6% |
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