-50.2%
COMP vs JBHT
+42.3%
-92.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.0% |
| 7D | +9.5% | +1.7% | +7.8% | +8.3% |
| 30D | +8.1% | -1.2% | +9.2% | +9.3% |
| 3M | -16.3% | -17.1% | +0.8% | -6.0% |
| 6M | +42.2% | -4.4% | +46.6% | +41.0% |
| YTD | -5.0% | +17.5% | -22.5% | -19.7% |
| 1Y | +20.1% | +32.6% | -12.5% | -7.9% |
| 3Y | +358.4% | +33.0% | +325.4% | +233.9% |
| 5Y | -21.9% | +20.3% | -42.3% | -38.8% |
| All | -50.2% | +42.3% | -92.4% | -60.4% |
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 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