+67.8%
JBHT vs WOLF
+45.1%
+22.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.8% | -6.7% | +2.6% |
| 7D | +0.2% | +25.3% | -25.0% | -1.1% |
| 30D | -2.2% | -14.7% | +12.5% | -1.7% |
| 3M | -16.5% | -20.5% | +4.1% | -16.0% |
| 6M | -8.4% | -43.9% | +35.5% | -7.8% |
| YTD | +16.1% | +50.0% | -34.0% | +5.5% |
| 1Y | +31.9% | +45.5% | -13.6% | +19.8% |
| All | +67.8% | +45.1% | +22.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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