-43.1%
IT vs JBHT
+17.1%
-60.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.8% |
| 7D | -16.9% | -1.6% | -15.3% | -16.5% |
| 30D | +2.3% | -2.3% | +4.6% | +3.0% |
| 3M | +2.9% | -18.5% | +21.3% | +8.3% |
| 6M | +25.9% | -11.3% | +37.1% | +29.2% |
| YTD | -24.6% | +12.6% | -37.2% | -28.9% |
| 1Y | -16.0% | +29.8% | -45.8% | -24.6% |
| 3Y | -51.6% | +28.1% | -79.7% | -57.7% |
| All | -43.1% | +17.1% | -60.1% | -50.5% |
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 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