+83.0%
IBM vs JBHT
+35.7%
+47.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +10.1% | -0.1% | +10.2% | +10.0% |
| 3M | +4.8% | -14.0% | +18.9% | +7.1% |
| 6M | +12.6% | -5.1% | +17.7% | +13.4% |
| YTD | -13.9% | +18.0% | -31.9% | -16.0% |
| 1Y | -18.7% | +36.5% | -55.2% | -22.3% |
| All | +83.0% | +35.7% | +47.3% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling