+2,413.6%
IBM vs JBHT
+11,637.0%
-9,223.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -0.3% | +4.9% | -5.2% | -1.2% |
| 30D | +0.3% | +0.6% | -0.3% | +0.1% |
| 3M | -21.6% | -3.2% | -18.4% | -21.3% |
| 6M | -4.7% | +17.0% | -21.6% | -7.9% |
| YTD | -19.1% | +41.7% | -60.7% | -24.6% |
| 1Y | -2.5% | +90.0% | -92.5% | -14.7% |
| 3Y | +74.2% | +47.0% | +27.2% | +57.7% |
| 5Y | +113.1% | +58.3% | +54.8% | +87.8% |
| 10Y | +133.5% | +273.9% | -140.4% | +74.0% |
| All | +2,413.6% | +11,637.0% | -9,223.4% | +984.1% |
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