+14,280.4%
INTU vs JBHT
+7,390.2%
+6,890.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -4.1% |
| 7D | -7.1% | +4.9% | -12.0% | -8.3% |
| 30D | +1.5% | +0.6% | +0.9% | +1.1% |
| 3M | +10.7% | -3.2% | +13.9% | +11.3% |
| 6M | -23.8% | +17.0% | -40.8% | -27.7% |
| YTD | -49.3% | +41.7% | -91.0% | -54.5% |
| 1Y | -49.7% | +90.0% | -139.6% | -58.8% |
| 3Y | -38.0% | +47.0% | -85.0% | -46.5% |
| 5Y | -38.7% | +58.3% | -97.0% | -48.4% |
| 10Y | +221.3% | +273.9% | -52.6% | +112.2% |
| All | +14,280.4% | +7,390.2% | +6,890.3% | +4,051.0% |
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