-3.5%
IR vs JBHT
+89.9%
-93.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.4% |
| 7D | -2.8% | +4.9% | -7.7% | -4.3% |
| 30D | -15.1% | +0.6% | -15.7% | -15.4% |
| 3M | +6.1% | -3.2% | +9.3% | +6.9% |
| 6M | -16.8% | +17.0% | -33.8% | -21.6% |
| YTD | -3.5% | +41.7% | -45.2% | -11.7% |
| 1Y | -3.5% | +90.0% | -93.5% | -11.2% |
| All | -3.5% | +89.9% | -93.4% | -11.2% |
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 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