+2,412.8%
D vs JBHT
+9,634.5%
-7,221.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.3% |
| 7D | +8.5% | +1.7% | +6.8% | +8.3% |
| 30D | +14.3% | -1.2% | +15.5% | +14.4% |
| 3M | +1.8% | -17.1% | +18.9% | +3.6% |
| 6M | +13.0% | -4.4% | +17.4% | +13.1% |
| YTD | +22.7% | +17.5% | +5.3% | +20.0% |
| 1Y | +22.6% | +32.6% | -10.0% | +18.2% |
| 3Y | +84.2% | +33.0% | +51.2% | +75.6% |
| 5Y | +15.8% | +20.3% | -4.5% | +10.8% |
| 10Y | +45.8% | +209.1% | -163.3% | +25.6% |
| All | +2,412.8% | +9,634.5% | -7,221.7% | +1,608.9% |
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