+1,075.9%
IJH vs JBHT
+8,804.9%
-7,729.1%
-55.1%
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% | -0.9% |
| 7D | +0.1% | +4.9% | -4.8% | -1.6% |
| 30D | -1.5% | +0.6% | -2.1% | -1.9% |
| 3M | +0.8% | -3.2% | +4.0% | +1.4% |
| 6M | +7.6% | +17.0% | -9.4% | +0.6% |
| YTD | +15.5% | +41.7% | -26.2% | +0.5% |
| 1Y | +16.9% | +90.0% | -73.1% | -9.9% |
| 3Y | +48.1% | +47.0% | +1.1% | +22.9% |
| 5Y | +47.8% | +58.3% | -10.5% | +17.5% |
| 10Y | +178.6% | +273.9% | -95.3% | +59.8% |
| All | +1,075.9% | +8,804.9% | -7,729.1% | +179.9% |
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