+11.9%
GOOGL vs JBHT
+17.9%
-6.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.4% |
| 7D | -2.3% | +4.9% | -7.2% | -2.8% |
| 30D | -6.6% | +0.6% | -7.1% | -6.7% |
| 3M | -8.9% | -3.2% | -5.7% | -8.5% |
| 6M | +11.9% | +17.0% | -5.1% | +6.5% |
| All | +11.9% | +17.9% | -6.0% | +6.5% |
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 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