-27.2%
GOOGL vs JBHT
-8.5%
-18.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.1% |
| 7D | -0.4% | -1.4% | +0.9% | -0.4% |
| 30D | -18.7% | -3.1% | -15.7% | -18.6% |
| 3M | -22.0% | -19.5% | -2.4% | -21.6% |
| 6M | -27.2% | -9.6% | -17.6% | -29.4% |
| All | -27.2% | -8.5% | -18.6% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling