+47.4%
DD vs JBHT
+47.5%
-0.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.6% |
| 7D | -3.5% | +4.9% | -8.4% | -5.2% |
| 30D | -10.3% | +0.6% | -10.9% | -10.6% |
| 3M | -7.5% | -3.2% | -4.3% | -7.0% |
| 6M | -8.0% | +17.0% | -25.0% | -14.3% |
| YTD | +10.5% | +41.7% | -31.2% | -4.1% |
| 1Y | +38.3% | +90.0% | -51.7% | +7.0% |
| All | +47.4% | +47.5% | -0.2% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling