+11,368.7%
GOOG vs JBHT
+1,410.1%
+9,958.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +2.1% | -1.6% | +3.6% | +2.6% |
| 30D | -18.3% | -2.3% | -16.0% | -17.7% |
| 3M | -20.3% | -18.5% | -1.9% | -15.3% |
| 6M | -28.1% | -11.3% | -16.8% | -26.3% |
| YTD | -9.3% | +12.6% | -21.9% | -15.2% |
| 1Y | -0.2% | +29.8% | -30.0% | -11.4% |
| 3Y | +118.0% | +28.1% | +90.0% | +86.7% |
| 5Y | +92.1% | +17.7% | +74.4% | +67.2% |
| 10Y | +652.3% | +196.1% | +456.1% | +341.1% |
| All | +11,368.7% | +1,410.1% | +9,958.7% | +3,548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling