+34.5%
D vs JBHT
+272.5%
-238.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | +1.5% | +4.9% | -3.4% | +0.5% |
| 30D | -2.6% | +0.6% | -3.2% | -2.8% |
| 3M | 0.0% | -3.2% | +3.2% | +0.4% |
| 6M | +7.4% | +17.0% | -9.6% | +3.2% |
| YTD | +15.9% | +41.7% | -25.8% | +6.8% |
| 1Y | +18.1% | +90.0% | -71.9% | +1.2% |
| 3Y | +58.4% | +47.0% | +11.4% | +41.4% |
| 5Y | +5.2% | +58.3% | -53.1% | -10.2% |
| All | +34.5% | +272.5% | -238.0% | -16.4% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling