+91.9%
GOOG vs JBHT
+17.1%
+74.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +2.1% | -1.6% | +3.6% | +2.5% |
| 30D | -18.3% | -2.3% | -16.0% | -17.8% |
| 3M | -20.3% | -18.5% | -1.9% | -16.4% |
| 6M | -28.1% | -11.3% | -16.8% | -26.9% |
| YTD | -9.3% | +12.6% | -21.9% | -14.7% |
| 1Y | -0.2% | +29.8% | -30.0% | -10.3% |
| 3Y | +118.0% | +28.1% | +90.0% | +89.3% |
| All | +91.9% | +17.1% | +74.8% | +65.4% |
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