+0.4%
CMCSA vs JBHT
+29.5%
-29.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +5.0% | -1.6% | +6.6% | +5.4% |
| 30D | +16.5% | -2.3% | +18.8% | +17.0% |
| 3M | -1.6% | -18.5% | +16.9% | +2.8% |
| 6M | -5.0% | -11.3% | +6.2% | -3.4% |
| YTD | -8.3% | +12.6% | -20.8% | -11.8% |
| 1Y | +0.4% | +29.8% | -29.4% | -10.1% |
| All | +0.4% | +29.5% | -29.1% | -10.1% |
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