+710.4%
B vs JBHT
+9,634.5%
-8,924.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +8.3% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | +5.4% | -17.1% | +22.6% | +6.3% |
| 6M | +5.5% | -4.4% | +9.9% | +5.6% |
| YTD | -6.3% | +17.5% | -23.8% | -7.2% |
| 1Y | +29.4% | +32.6% | -3.2% | +27.5% |
| 3Y | +160.3% | +33.0% | +127.2% | +155.2% |
| 5Y | +144.6% | +20.3% | +124.3% | +140.1% |
| 10Y | +169.3% | +209.1% | -39.8% | +152.5% |
| All | +710.4% | +9,634.5% | -8,924.0% | +694.8% |
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