+13,444.1%
GOOG vs JBHT
+1,800.3%
+11,643.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -2.0% |
| 7D | -2.1% | +4.9% | -7.0% | -3.8% |
| 30D | -6.8% | +0.6% | -7.4% | -7.3% |
| 3M | -9.1% | -3.2% | -5.9% | -8.8% |
| 6M | +10.7% | +17.0% | -6.2% | +3.5% |
| YTD | +7.1% | +41.7% | -34.6% | -6.8% |
| 1Y | +44.6% | +90.0% | -45.4% | +11.7% |
| 3Y | +147.4% | +47.0% | +100.5% | +103.7% |
| 5Y | +133.8% | +58.3% | +75.5% | +84.2% |
| 10Y | +777.5% | +273.9% | +503.6% | +377.7% |
| All | +13,444.1% | +1,800.3% | +11,643.8% | +3,908.2% |
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