+99.2%
GOOG vs JBHT
+21.4%
+77.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.8% | +4.2% | +0.7% | +3.7% |
| 30D | -15.5% | -0.4% | -15.1% | -15.5% |
| 3M | -13.7% | -17.3% | +3.7% | -9.7% |
| 6M | -23.0% | -3.5% | -19.5% | -23.5% |
| YTD | -5.7% | +18.0% | -23.7% | -12.4% |
| 1Y | +3.0% | +35.5% | -32.5% | -8.4% |
| 3Y | +122.4% | +34.8% | +87.6% | +90.4% |
| 5Y | +99.2% | +19.7% | +79.5% | +71.1% |
| All | +99.2% | +21.4% | +77.8% | +71.1% |
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