+1,660.6%
DIS vs JBHT
+9,634.5%
-7,973.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.9% |
| 7D | +9.1% | +1.7% | +7.4% | +8.7% |
| 30D | +14.8% | -1.2% | +16.0% | +15.1% |
| 3M | +21.2% | -17.1% | +38.3% | +26.0% |
| 6M | +18.3% | -4.4% | +22.7% | +18.4% |
| YTD | +5.4% | +17.5% | -12.1% | -0.1% |
| 1Y | +8.3% | +32.6% | -24.3% | -0.4% |
| 3Y | +44.2% | +33.0% | +11.2% | +29.7% |
| 5Y | -28.0% | +20.3% | -48.3% | -34.1% |
| 10Y | +39.6% | +209.1% | -169.4% | +0.8% |
| All | +1,660.6% | +9,634.5% | -7,973.8% | +524.4% |
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