+633.1%
DELL vs JBHT
+22.9%
+610.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.6% | +11.1% | +11.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -35.1% | -0.1% | -35.0% | -35.0% |
| 3M | -15.1% | -14.0% | -1.1% | -10.0% |
| 6M | +51.7% | -5.1% | +56.8% | +53.0% |
| YTD | +200.0% | +18.0% | +181.9% | +176.7% |
| 1Y | +172.1% | +36.5% | +135.6% | +136.5% |
| 3Y | +431.2% | +34.8% | +396.4% | +346.1% |
| 5Y | +633.1% | +21.4% | +611.7% | +519.2% |
| All | +633.1% | +22.9% | +610.2% | +519.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling