+222.8%
C vs JBHT
+33.0%
+189.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -2.4% | -1.2% | -1.3% | -2.2% |
| 3M | -8.4% | -17.1% | +8.8% | -4.1% |
| 6M | +0.3% | -4.4% | +4.7% | 0.0% |
| YTD | +9.1% | +17.5% | -8.4% | +1.7% |
| 1Y | +26.0% | +32.6% | -6.6% | +13.2% |
| All | +222.8% | +33.0% | +189.9% | +171.5% |
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