+147.6%
GOOG vs JBHT
+47.5%
+100.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.5% |
| 7D | -2.1% | +4.9% | -7.0% | -2.9% |
| 30D | -6.8% | +0.6% | -7.4% | -7.0% |
| 3M | -9.1% | -3.2% | -5.9% | -8.8% |
| 6M | +10.7% | +17.0% | -6.2% | +6.9% |
| YTD | +7.1% | +41.7% | -34.6% | -0.3% |
| 1Y | +44.6% | +90.0% | -45.4% | +26.7% |
| All | +147.6% | +47.5% | +100.1% | +119.5% |
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