+2,316.3%
ICE vs JBHT
+1,385.2%
+931.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.2% |
| 7D | -0.7% | +4.9% | -5.5% | -2.8% |
| 30D | +7.6% | +0.6% | +7.0% | +7.0% |
| 3M | +13.9% | -3.2% | +17.1% | +14.4% |
| 6M | -2.4% | +17.0% | -19.3% | -10.8% |
| YTD | +0.3% | +41.7% | -41.4% | -16.4% |
| 1Y | -6.4% | +90.0% | -96.4% | -33.3% |
| 3Y | +43.1% | +47.0% | -3.9% | +9.4% |
| 5Y | +42.1% | +58.3% | -16.2% | +0.6% |
| 10Y | +220.9% | +273.9% | -53.0% | +27.7% |
| All | +2,316.3% | +1,385.2% | +931.0% | +309.8% |
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