-41.2%
INTU vs JBHT
+22.9%
-64.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | +12.0% | -0.1% | +12.1% | +11.9% |
| 3M | +2.3% | -14.0% | +16.4% | +6.5% |
| 6M | -12.1% | -5.1% | -7.0% | -11.4% |
| YTD | -47.5% | +18.0% | -65.6% | -51.6% |
| 1Y | -46.9% | +36.5% | -83.4% | -53.6% |
| 3Y | -33.5% | +34.8% | -68.2% | -44.0% |
| 5Y | -41.2% | +21.4% | -62.7% | -50.6% |
| All | -41.2% | +22.9% | -64.1% | -50.6% |
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