+6.9%
IR vs JBHT
+29.5%
-22.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +3.7% | -1.6% | +5.3% | +4.4% |
| 30D | +7.4% | -2.3% | +9.7% | +8.3% |
| 3M | -5.9% | -18.5% | +12.5% | +1.7% |
| 6M | +5.6% | -11.3% | +16.8% | +6.5% |
| YTD | +4.8% | +12.6% | -7.7% | -12.2% |
| 1Y | +6.9% | +29.8% | -22.8% | -17.0% |
| All | +6.9% | +29.5% | -22.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling