+6,730.3%
IT vs JBHT
+5,452.4%
+1,277.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | -5.5% | +1.7% | -7.2% | -6.0% |
| 30D | +10.3% | -1.2% | +11.5% | +10.7% |
| 3M | +11.5% | -17.1% | +28.7% | +17.2% |
| 6M | +40.3% | -4.4% | +44.7% | +40.8% |
| YTD | -17.9% | +17.5% | -35.4% | -23.4% |
| 1Y | -8.8% | +32.6% | -41.4% | -18.2% |
| 3Y | -46.4% | +33.0% | -79.5% | -53.3% |
| 5Y | -37.3% | +20.3% | -57.7% | -44.4% |
| 10Y | +121.9% | +209.1% | -87.2% | +44.3% |
| All | +6,730.3% | +5,452.4% | +1,277.9% | +1,772.1% |
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