-37.4%
DOW vs JBHT
+58.3%
-95.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.0% |
| 7D | -2.4% | +4.9% | -7.3% | -4.1% |
| 30D | +0.4% | +0.6% | -0.2% | -0.1% |
| 3M | -14.4% | -3.2% | -11.2% | -14.1% |
| 6M | -7.0% | +17.0% | -23.9% | -14.1% |
| YTD | +30.2% | +41.7% | -11.5% | +11.3% |
| 1Y | +29.2% | +90.0% | -60.8% | -2.9% |
| 3Y | -36.7% | +47.0% | -83.7% | -48.9% |
| All | -37.4% | +58.3% | -95.7% | -52.7% |
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