+313.9%
JBHT vs PAYC
+1,229.9%
-916.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +3.4% |
| 7D | +4.9% | -2.9% | +7.8% | +5.4% |
| 30D | +0.6% | +32.8% | -32.2% | -4.6% |
| 3M | -3.2% | +69.3% | -72.5% | -12.2% |
| 6M | +17.0% | +74.0% | -57.0% | +5.0% |
| YTD | +41.7% | +46.4% | -4.8% | +30.7% |
| 1Y | +90.0% | +4.2% | +85.8% | +85.9% |
| 3Y | +47.0% | -19.7% | +66.7% | +45.7% |
| 5Y | +58.3% | -52.0% | +110.3% | +66.1% |
| 10Y | +273.9% | +356.9% | -83.0% | +190.7% |
| All | +313.9% | +1,229.9% | -916.0% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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