-11.4%
F vs JBHT
+15.0%
-26.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | +0.4% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | +2.0% | -3.1% | +5.1% | +3.2% |
| 3M | -10.4% | -19.5% | +9.2% | -2.5% |
| 6M | +9.7% | -9.6% | +19.3% | +12.4% |
| YTD | -1.2% | +13.3% | -14.5% | -9.5% |
| 1Y | 0.0% | +29.7% | -29.6% | -14.1% |
| 3Y | +41.1% | +28.3% | +12.8% | +16.2% |
| 5Y | -11.4% | +18.5% | -29.9% | -26.4% |
| All | -11.4% | +15.0% | -26.4% | -26.4% |
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 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