+992.7%
C vs JBHT
+9,288.5%
-8,295.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.5% | -3.8% |
| 7D | -5.3% | -1.4% | -3.9% | -4.8% |
| 30D | -7.3% | -3.1% | -4.3% | -6.4% |
| 3M | -13.5% | -19.5% | +6.1% | -7.1% |
| 6M | -6.5% | -9.6% | +3.1% | -4.5% |
| YTD | +3.6% | +13.3% | -9.7% | -2.8% |
| 1Y | +18.9% | +29.7% | -10.8% | +6.0% |
| 3Y | +205.0% | +28.3% | +176.7% | +164.5% |
| 5Y | +109.4% | +18.5% | +90.9% | +83.6% |
| 10Y | +232.9% | +198.1% | +34.8% | +108.9% |
| All | +992.7% | +9,288.5% | -8,295.8% | +179.2% |
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