+1,031.8%
DD vs JBHT
+9,288.5%
-8,256.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.3% | -2.9% |
| 7D | +3.1% | -1.4% | +4.5% | +3.5% |
| 30D | +8.7% | -3.1% | +11.8% | +9.6% |
| 3M | -1.2% | -19.5% | +18.3% | +4.3% |
| 6M | -1.1% | -9.6% | +8.5% | +0.6% |
| YTD | +21.7% | +13.3% | +8.4% | +16.1% |
| 1Y | +24.0% | +29.7% | -5.6% | +13.9% |
| 3Y | +75.6% | +28.3% | +47.3% | +58.9% |
| 5Y | +58.2% | +18.5% | +39.7% | +44.8% |
| 10Y | +88.0% | +198.1% | -110.1% | +34.4% |
| All | +1,031.8% | +9,288.5% | -8,256.7% | +318.5% |
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