+331.4%
IR vs JBHT
+187.8%
+143.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +11.6% | +1.7% | +9.9% | +10.6% |
| 30D | +7.2% | -1.2% | +8.3% | +7.6% |
| 3M | -5.9% | -17.1% | +11.3% | +2.2% |
| 6M | +11.5% | -4.4% | +15.9% | +11.6% |
| YTD | +6.3% | +17.5% | -11.1% | -4.4% |
| 1Y | +9.1% | +32.6% | -23.5% | -7.9% |
| 3Y | +29.2% | +33.0% | -3.9% | +4.1% |
| 5Y | +48.2% | +20.3% | +27.8% | +22.4% |
| All | +331.4% | +187.8% | +143.6% | +112.3% |
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