+109.4%
C vs JBHT
+15.0%
+94.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.5% | -3.9% |
| 7D | -5.3% | -1.4% | -3.9% | -4.8% |
| 30D | -7.3% | -3.1% | -4.3% | -6.5% |
| 3M | -13.5% | -19.5% | +6.1% | -7.7% |
| 6M | -6.5% | -9.6% | +3.1% | -5.0% |
| YTD | +3.6% | +13.3% | -9.7% | -3.2% |
| 1Y | +18.9% | +29.7% | -10.8% | +5.8% |
| 3Y | +205.0% | +28.3% | +176.7% | +163.6% |
| 5Y | +109.4% | +18.5% | +90.9% | +76.0% |
| All | +109.4% | +15.0% | +94.4% | +76.0% |
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 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