+19.2%
BABA vs JBHT
+242.4%
-223.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.6% |
| 7D | +4.3% | +1.7% | +2.6% | +3.7% |
| 30D | -5.0% | -1.2% | -3.8% | -4.7% |
| 3M | -18.4% | -17.1% | -1.2% | -13.9% |
| 6M | -20.3% | -4.4% | -15.9% | -20.6% |
| YTD | -27.5% | +17.5% | -45.0% | -33.4% |
| 1Y | -35.3% | +32.6% | -67.9% | -43.2% |
| 3Y | +31.2% | +33.0% | -1.9% | +10.9% |
| 5Y | -32.1% | +20.3% | -52.4% | -41.1% |
| 10Y | +14.7% | +209.1% | -194.4% | -34.3% |
| All | +19.2% | +242.4% | -223.2% | -40.0% |
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