-42.6%
INFY vs JBHT
+58.3%
-100.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.9% |
| 7D | -2.9% | +4.9% | -7.8% | -4.1% |
| 30D | -6.2% | +0.6% | -6.8% | -6.6% |
| 3M | -4.9% | -3.2% | -1.7% | -4.5% |
| 6M | -16.6% | +17.0% | -33.5% | -20.8% |
| YTD | -32.9% | +41.7% | -74.6% | -39.6% |
| 1Y | -26.9% | +90.0% | -116.9% | -39.8% |
| 3Y | -26.6% | +47.0% | -73.6% | -36.1% |
| All | -42.6% | +58.3% | -100.9% | -53.8% |
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 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