-29.9%
COMP vs JBHT
+58.3%
-88.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.5% |
| 7D | +1.4% | +4.9% | -3.5% | -2.2% |
| 30D | -13.3% | +0.6% | -13.9% | -14.1% |
| 3M | +41.1% | -3.2% | +44.3% | +42.2% |
| 6M | +17.2% | +17.0% | +0.2% | +1.1% |
| YTD | +5.2% | +41.7% | -36.5% | -22.2% |
| 1Y | +18.9% | +90.0% | -71.1% | -33.1% |
| 3Y | +215.9% | +47.0% | +168.9% | +117.0% |
| All | -29.9% | +58.3% | -88.1% | -53.6% |
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