-38.1%
INTU vs JBHT
+47.5%
-85.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.8% |
| 7D | -7.1% | +4.9% | -12.0% | -7.8% |
| 30D | +1.5% | +0.6% | +0.9% | +1.2% |
| 3M | +10.7% | -3.2% | +13.9% | +11.0% |
| 6M | -23.8% | +17.0% | -40.8% | -25.9% |
| YTD | -49.3% | +41.7% | -91.0% | -52.6% |
| 1Y | -49.7% | +90.0% | -139.6% | -55.9% |
| All | -38.1% | +47.5% | -85.7% | -43.8% |
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