+360.1%
DELL vs JBHT
+28.2%
+331.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.6% | -11.3% | -13.5% |
| 7D | -33.4% | -1.4% | -32.0% | -32.9% |
| 30D | -44.7% | -3.1% | -41.6% | -44.0% |
| 3M | -31.4% | -19.5% | -11.9% | -25.7% |
| 6M | +46.9% | -9.6% | +56.5% | +51.2% |
| YTD | +154.4% | +13.3% | +141.1% | +140.8% |
| 1Y | +110.1% | +29.7% | +80.4% | +89.7% |
| All | +360.1% | +28.2% | +331.9% | +322.7% |
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