+119.5%
GOOG vs JBHT
+35.7%
+83.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | -16.7% | -0.1% | -16.6% | -16.7% |
| 3M | -15.2% | -14.0% | -1.2% | -13.6% |
| 6M | -24.8% | -5.1% | -19.7% | -24.9% |
| YTD | -7.2% | +18.0% | -25.2% | -11.0% |
| 1Y | -0.1% | +36.5% | -36.6% | -6.7% |
| All | +119.5% | +35.7% | +83.8% | +111.0% |
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 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