+46.1%
ICE vs JBHT
+47.5%
-1.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.2% |
| 7D | -0.7% | +4.9% | -5.5% | -0.9% |
| 30D | +7.6% | +0.6% | +7.0% | +7.5% |
| 3M | +13.9% | -3.2% | +17.1% | +14.0% |
| 6M | -2.4% | +17.0% | -19.3% | -3.8% |
| YTD | +0.3% | +41.7% | -41.4% | -3.0% |
| 1Y | -6.4% | +90.0% | -96.4% | -12.0% |
| All | +46.1% | +47.5% | -1.5% | +39.3% |
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