+4,371.7%
JBHT vs ITUB
+1,707.7%
+2,664.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -1.4% | -1.0% | -0.3% | -1.2% |
| 30D | -3.1% | -28.1% | +25.1% | +4.2% |
| 3M | -19.5% | -11.1% | -8.4% | -18.5% |
| 6M | -9.6% | -14.0% | +4.4% | -7.9% |
| YTD | +13.3% | +4.1% | +9.3% | +9.9% |
| 1Y | +29.7% | +8.5% | +21.2% | +24.3% |
| 3Y | +28.3% | +82.8% | -54.5% | +6.3% |
| 5Y | +18.5% | +178.7% | -160.3% | -14.2% |
| 10Y | +198.1% | +138.4% | +59.8% | +102.7% |
| All | +4,371.7% | +1,707.7% | +2,664.0% | +1,766.2% |
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