-40.2%
IT vs JBHT
+15.0%
-55.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -3.4% |
| 7D | -12.0% | -1.4% | -10.6% | -11.6% |
| 30D | +7.1% | -3.1% | +10.2% | +8.0% |
| 3M | +6.3% | -19.5% | +25.8% | +12.3% |
| 6M | +32.5% | -9.6% | +42.1% | +35.2% |
| YTD | -21.5% | +13.3% | -34.8% | -26.1% |
| 1Y | -16.5% | +29.7% | -46.1% | -24.9% |
| 3Y | -48.8% | +28.3% | -77.1% | -55.3% |
| 5Y | -40.2% | +18.5% | -58.7% | -48.3% |
| All | -40.2% | +15.0% | -55.2% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling