-29.5%
DOW vs JBHT
+17.1%
-46.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | -9.5% | -1.6% | -7.9% | -9.0% |
| 30D | +13.1% | -2.3% | +15.4% | +13.8% |
| 3M | +4.8% | -18.5% | +23.3% | +11.1% |
| 6M | -16.7% | -11.3% | -5.4% | -15.3% |
| YTD | +38.9% | +12.6% | +26.3% | +27.0% |
| 1Y | +48.3% | +29.8% | +18.5% | +28.1% |
| 3Y | -24.4% | +28.1% | -52.4% | -36.9% |
| All | -29.5% | +17.1% | -46.6% | -43.0% |
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