-43.7%
IT vs JBHT
+20.5%
-64.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.4% |
| 7D | -18.8% | +0.2% | -19.0% | -18.9% |
| 30D | -0.1% | -2.2% | +2.1% | +0.5% |
| 3M | +2.9% | -16.5% | +19.4% | +7.6% |
| 6M | +20.4% | -8.4% | +28.8% | +22.5% |
| YTD | -24.3% | +16.1% | -40.4% | -29.2% |
| 1Y | -17.2% | +31.9% | -49.1% | -25.9% |
| 3Y | -52.4% | +34.1% | -86.5% | -59.1% |
| 5Y | -43.7% | +20.1% | -63.8% | -51.4% |
| All | -43.7% | +20.5% | -64.2% | -51.4% |
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