-40.0%
INTU vs JBHT
+15.0%
-54.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +0.6% |
| 7D | +7.1% | -1.4% | +8.5% | +7.6% |
| 30D | +23.0% | -3.1% | +26.1% | +24.1% |
| 3M | +8.7% | -19.5% | +28.3% | +15.5% |
| 6M | -10.1% | -9.6% | -0.5% | -8.1% |
| YTD | -45.7% | +13.3% | -59.0% | -49.3% |
| 1Y | -45.1% | +29.7% | -74.8% | -51.3% |
| 3Y | -26.9% | +28.3% | -55.2% | -37.4% |
| 5Y | -40.0% | +18.5% | -58.4% | -49.2% |
| All | -40.0% | +15.0% | -54.9% | -49.2% |
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