+38.0%
JBHT vs PSLV
+110.4%
-72.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.5% |
| 7D | +7.0% | -6.3% | +13.3% | +7.6% |
| 30D | +0.5% | -12.7% | +13.2% | +1.6% |
| 3M | -17.4% | -24.7% | +7.4% | -15.4% |
| 6M | -1.7% | -44.6% | +42.9% | +3.1% |
| YTD | +20.7% | -33.3% | +54.0% | +21.6% |
| 1Y | +41.1% | -8.6% | +49.7% | +36.2% |
| 3Y | +38.0% | +108.2% | -70.2% | +20.1% |
| All | +38.0% | +110.4% | -72.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling