+13,507.3%
GOOGL vs JBHT
+1,800.3%
+11,707.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.1% |
| 7D | -2.3% | +4.9% | -7.2% | -3.9% |
| 30D | -6.6% | +0.6% | -7.1% | -7.0% |
| 3M | -8.9% | -3.2% | -5.7% | -8.6% |
| 6M | +11.9% | +17.0% | -5.1% | +4.6% |
| YTD | +8.3% | +41.7% | -33.3% | -5.6% |
| 1Y | +46.2% | +90.0% | -43.8% | +13.0% |
| 3Y | +151.9% | +47.0% | +104.9% | +107.4% |
| 5Y | +137.7% | +58.3% | +79.4% | +87.3% |
| 10Y | +757.6% | +273.9% | +483.6% | +367.2% |
| All | +13,507.3% | +1,800.3% | +11,707.0% | +3,929.0% |
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