-31.2%
DIS vs JBHT
+15.0%
-46.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.4% |
| 7D | +5.7% | -1.4% | +7.1% | +6.1% |
| 30D | +12.7% | -3.1% | +15.8% | +13.7% |
| 3M | +15.2% | -19.5% | +34.7% | +22.0% |
| 6M | +17.6% | -9.6% | +27.1% | +19.0% |
| YTD | +3.8% | +13.3% | -9.5% | -3.3% |
| 1Y | +6.8% | +29.7% | -22.9% | -5.2% |
| 3Y | +42.1% | +28.3% | +13.8% | +21.1% |
| 5Y | -31.2% | +18.5% | -49.6% | -42.7% |
| All | -31.2% | +15.0% | -46.1% | -42.7% |
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 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