+4,342.3%
JBHT vs ITUB
+1,733.1%
+2,609.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.0% |
| 7D | -1.6% | +3.7% | -5.3% | -2.5% |
| 30D | -2.3% | -24.1% | +21.8% | +3.6% |
| 3M | -18.5% | -9.6% | -8.9% | -17.7% |
| 6M | -11.3% | -11.5% | +0.3% | -10.2% |
| YTD | +12.6% | +5.5% | +7.0% | +8.8% |
| 1Y | +29.8% | +9.9% | +19.9% | +24.0% |
| 3Y | +28.1% | +84.8% | -56.7% | +5.8% |
| 5Y | +17.7% | +182.6% | -165.0% | -15.1% |
| 10Y | +196.1% | +141.7% | +54.4% | +100.6% |
| All | +4,342.3% | +1,733.1% | +2,609.1% | +1,747.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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