+28.2%
BABA vs JBHT
+312.9%
-284.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | -4.8% | +4.9% | -9.6% | -6.3% |
| 30D | -11.9% | +0.6% | -12.5% | -12.3% |
| 3M | -9.3% | -3.2% | -6.1% | -8.9% |
| 6M | -14.2% | +17.0% | -31.2% | -20.0% |
| YTD | -22.0% | +41.7% | -63.7% | -32.3% |
| 1Y | -12.7% | +90.0% | -102.7% | -32.7% |
| 3Y | +26.7% | +47.0% | -20.3% | +4.4% |
| 5Y | -29.3% | +58.3% | -87.7% | -43.7% |
| 10Y | +21.2% | +273.9% | -252.7% | -34.5% |
| All | +28.2% | +312.9% | -284.7% | -39.0% |
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