-20.2%
IBM vs JBHT
+36.1%
-56.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.3% | +4.2% | -4.5% | -1.2% |
| 30D | +6.8% | -0.4% | +7.1% | +6.8% |
| 3M | +4.4% | -17.3% | +21.7% | +8.3% |
| 6M | +13.2% | -3.5% | +16.7% | +14.0% |
| YTD | -15.1% | +18.0% | -33.2% | -18.3% |
| 1Y | -20.2% | +35.5% | -55.7% | -25.4% |
| All | -20.2% | +36.1% | -56.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling