+15,172.7%
INTC vs JBHT
+11,637.0%
+3,535.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.7% |
| 7D | +7.1% | +4.9% | +2.2% | +5.5% |
| 30D | -5.2% | +0.6% | -5.8% | -5.3% |
| 3M | -14.3% | -3.2% | -11.1% | -13.6% |
| 6M | +110.2% | +17.0% | +93.2% | +99.9% |
| YTD | +159.6% | +41.7% | +118.0% | +133.4% |
| 1Y | +289.3% | +90.0% | +199.3% | +217.1% |
| 3Y | +166.1% | +47.0% | +119.1% | +131.6% |
| 5Y | +94.4% | +58.3% | +36.1% | +64.3% |
| 10Y | +227.7% | +273.9% | -46.2% | +114.4% |
| All | +15,172.7% | +11,637.0% | +3,535.7% | +3,951.0% |
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