+36.6%
ICE vs JBHT
+15.0%
+21.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | 0.0% |
| 7D | +6.7% | -1.4% | +8.1% | +6.9% |
| 30D | +13.4% | -3.1% | +16.4% | +13.8% |
| 3M | +16.5% | -19.5% | +36.1% | +20.2% |
| 6M | +12.8% | -9.6% | +22.4% | +13.5% |
| YTD | +8.5% | +13.3% | -4.8% | +3.9% |
| 1Y | +20.6% | +29.7% | -9.1% | +12.2% |
| 3Y | +67.4% | +28.3% | +39.1% | +53.0% |
| 5Y | +36.6% | +18.5% | +18.1% | +23.1% |
| All | +36.6% | +15.0% | +21.6% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling