+11.9%
IR vs JBHT
+47.5%
-35.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.1% |
| 7D | -2.8% | +4.9% | -7.7% | -4.8% |
| 30D | -15.1% | +0.6% | -15.7% | -15.5% |
| 3M | +6.1% | -3.2% | +9.3% | +7.1% |
| 6M | -16.8% | +17.0% | -33.8% | -22.8% |
| YTD | -3.5% | +41.7% | -45.2% | -17.1% |
| 1Y | -3.5% | +90.0% | -93.5% | -26.7% |
| All | +11.9% | +47.5% | -35.6% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling