-23.0%
DOW vs JBHT
+28.2%
-51.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.1% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | +13.6% | -3.1% | +16.6% | +14.5% |
| 3M | +9.0% | -19.5% | +28.6% | +15.6% |
| 6M | -19.9% | -9.6% | -10.3% | -19.6% |
| YTD | +41.4% | +13.3% | +28.1% | +27.8% |
| 1Y | +47.4% | +29.7% | +17.7% | +25.8% |
| All | -23.0% | +28.2% | -51.2% | -40.4% |
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 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