+42.0%
JBHT vs ADVB
-97.4%
+139.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.1% |
| 7D | +1.7% | -29.5% | +31.2% | +1.7% |
| 30D | -1.2% | -66.9% | +65.7% | -1.3% |
| 3M | -17.1% | -73.7% | +56.6% | -17.3% |
| 6M | -4.4% | -64.8% | +60.4% | -4.0% |
| YTD | +17.5% | -64.0% | +81.5% | +18.0% |
| 1Y | +32.6% | -77.0% | +109.6% | +33.4% |
| All | +42.0% | -97.4% | +139.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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