-27.7%
BABA vs JBHT
+15.0%
-42.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +3.8% |
| 7D | +8.6% | -1.4% | +10.0% | +9.0% |
| 30D | -1.1% | -3.1% | +2.0% | -0.2% |
| 3M | -15.9% | -19.5% | +3.6% | -10.4% |
| 6M | -17.5% | -9.6% | -8.0% | -16.6% |
| YTD | -25.6% | +13.3% | -38.9% | -31.7% |
| 1Y | -33.8% | +29.7% | -63.5% | -42.6% |
| 3Y | +34.6% | +28.3% | +6.3% | +11.5% |
| 5Y | -27.7% | +18.5% | -46.1% | -39.8% |
| All | -27.7% | +15.0% | -42.6% | -39.8% |
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 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