-29.9%
INTU vs JBHT
+27.4%
-57.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +15.4% | -2.3% | +17.7% | +15.9% |
| 3M | +6.6% | -18.5% | +25.0% | +9.8% |
| 6M | -11.3% | -11.3% | 0.0% | -9.6% |
| YTD | -47.7% | +12.6% | -60.3% | -49.2% |
| 1Y | -47.0% | +29.8% | -76.8% | -50.0% |
| 3Y | -29.9% | +28.1% | -58.0% | -34.8% |
| All | -29.9% | +27.4% | -57.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling