+4.9%
COMP vs JBHT
+29.0%
-24.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.6% | -6.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.0% |
| 30D | -0.8% | -3.1% | +2.3% | +1.1% |
| 3M | -28.1% | -19.5% | -8.6% | -22.2% |
| 6M | +27.0% | -9.6% | +36.6% | +25.4% |
| YTD | -12.8% | +13.3% | -26.1% | -22.0% |
| 1Y | +4.9% | +29.7% | -24.8% | -11.3% |
| All | +4.9% | +29.0% | -24.1% | -11.3% |
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