+2.5%
CMCSA vs JBHT
+36.3%
-33.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +21.0% | -0.1% | +21.1% | +20.9% |
| 3M | -0.9% | -14.0% | +13.1% | +2.1% |
| 6M | +2.9% | -5.1% | +8.0% | +2.8% |
| YTD | -5.9% | +18.0% | -23.9% | -10.5% |
| 1Y | +2.5% | +36.5% | -34.1% | -10.4% |
| All | +2.5% | +36.3% | -33.9% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling