-44.8%
COMP vs JBHT
+71.5%
-116.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.5% |
| 7D | +1.4% | +4.9% | -3.5% | -2.1% |
| 30D | -13.3% | +0.6% | -13.9% | -14.0% |
| 3M | +41.1% | -3.2% | +44.3% | +42.2% |
| 6M | +17.2% | +17.0% | +0.2% | +1.8% |
| YTD | +5.2% | +41.7% | -36.5% | -21.1% |
| 1Y | +18.9% | +90.0% | -71.1% | -31.3% |
| 3Y | +215.9% | +47.0% | +168.9% | +120.9% |
| 5Y | -31.2% | +58.3% | -89.5% | -52.8% |
| All | -44.8% | +71.5% | -116.3% | -61.1% |
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 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