+59.9%
JBHT vs MTCH
-72.9%
+132.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +3.1% |
| 7D | +4.9% | +0.7% | +4.2% | +4.7% |
| 30D | +0.6% | +9.7% | -9.1% | -1.8% |
| 3M | -3.2% | +21.1% | -24.3% | -7.9% |
| 6M | +17.0% | +37.5% | -20.5% | +7.7% |
| YTD | +41.7% | +31.9% | +9.7% | +31.4% |
| 1Y | +90.0% | +14.6% | +75.4% | +81.9% |
| 3Y | +47.0% | -6.2% | +53.1% | +43.1% |
| All | +59.9% | -72.9% | +132.8% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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