+319.4%
IR vs JBHT
+177.6%
+141.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -1.0% |
| 7D | +2.3% | -1.4% | +3.7% | +3.0% |
| 30D | +3.3% | -3.1% | +6.4% | +4.8% |
| 3M | -9.0% | -19.5% | +10.5% | +0.3% |
| 6M | +8.0% | -9.6% | +17.6% | +11.3% |
| YTD | +3.4% | +13.3% | -9.9% | -5.3% |
| 1Y | +4.5% | +29.7% | -25.2% | -10.8% |
| 3Y | +25.6% | +28.3% | -2.7% | +3.1% |
| 5Y | +43.8% | +18.5% | +25.3% | +19.5% |
| All | +319.4% | +177.6% | +141.9% | +110.3% |
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