+157.6%
B vs JBHT
+58.3%
+99.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.5% |
| 7D | -1.6% | +4.9% | -6.5% | -2.0% |
| 30D | +9.4% | +0.6% | +8.9% | +9.3% |
| 3M | +5.0% | -3.2% | +8.2% | +5.2% |
| 6M | -3.5% | +17.0% | -20.5% | -5.3% |
| YTD | +4.5% | +41.7% | -37.2% | +1.0% |
| 1Y | +67.8% | +90.0% | -22.2% | +58.4% |
| 3Y | +196.7% | +47.0% | +149.7% | +185.1% |
| All | +157.6% | +58.3% | +99.4% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling