+126.0%
GOOGL vs JBHT
+38.8%
+87.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.3% |
| 7D | +3.9% | +7.0% | -3.2% | +2.8% |
| 30D | -14.9% | +0.5% | -15.4% | -15.0% |
| 3M | -14.6% | -17.4% | +2.8% | -12.3% |
| 6M | -26.4% | -1.7% | -24.7% | -27.0% |
| YTD | -5.3% | +20.7% | -26.1% | -9.5% |
| 1Y | +6.5% | +41.1% | -34.6% | -1.0% |
| 3Y | +126.0% | +38.0% | +88.1% | +116.2% |
| All | +126.0% | +38.8% | +87.2% | +116.2% |
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 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