+91.6%
GOOGL vs JBHT
+15.0%
+76.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.3% |
| 7D | -0.4% | -1.4% | +0.9% | -0.1% |
| 30D | -18.7% | -3.1% | -15.7% | -18.1% |
| 3M | -22.0% | -19.5% | -2.4% | -17.8% |
| 6M | -27.2% | -9.6% | -17.6% | -26.3% |
| YTD | -9.5% | +13.3% | -22.9% | -15.0% |
| 1Y | -0.4% | +29.7% | -30.0% | -10.3% |
| 3Y | +121.0% | +28.3% | +92.7% | +92.0% |
| 5Y | +91.6% | +18.5% | +73.2% | +64.5% |
| All | +91.6% | +15.0% | +76.7% | +64.5% |
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