+16.9%
IJH vs JBHT
+89.9%
-73.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +0.1% | +4.9% | -4.8% | -0.6% |
| 30D | -1.5% | +0.6% | -2.1% | -1.6% |
| 3M | +0.8% | -3.2% | +4.0% | +1.1% |
| 6M | +7.6% | +17.0% | -9.4% | +4.3% |
| YTD | +15.5% | +41.7% | -26.2% | +10.1% |
| 1Y | +16.9% | +90.0% | -73.1% | +11.8% |
| All | +16.9% | +89.9% | -73.0% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling