+15,387.1%
INTU vs JBHT
+6,112.2%
+9,274.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +8.7% | +1.7% | +7.0% | +8.2% |
| 30D | +25.9% | -1.2% | +27.0% | +26.2% |
| 3M | +10.7% | -17.1% | +27.9% | +15.9% |
| 6M | -11.6% | -4.4% | -7.2% | -11.1% |
| YTD | -45.4% | +17.5% | -62.9% | -48.6% |
| 1Y | -45.2% | +32.6% | -77.8% | -50.2% |
| 3Y | -26.5% | +33.0% | -59.6% | -35.0% |
| 5Y | -40.7% | +20.3% | -61.0% | -46.3% |
| 10Y | +267.2% | +209.1% | +58.2% | +154.7% |
| All | +15,387.1% | +6,112.2% | +9,274.9% | +4,587.8% |
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 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