+31.1%
BABA vs JBHT
+33.0%
-1.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.7% |
| 7D | +4.3% | +1.7% | +2.6% | +4.0% |
| 30D | -5.0% | -1.2% | -3.8% | -4.8% |
| 3M | -18.4% | -17.1% | -1.2% | -15.7% |
| 6M | -20.3% | -4.4% | -15.9% | -20.7% |
| YTD | -27.5% | +17.5% | -45.0% | -31.8% |
| 1Y | -35.3% | +32.6% | -67.9% | -41.0% |
| All | +31.1% | +33.0% | -1.9% | +3.1% |
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