+23.7%
JBL vs JBHT
+34.8%
-11.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.2% |
| 7D | -11.1% | +1.7% | -12.8% | -11.6% |
| 30D | -14.1% | -1.2% | -12.9% | -14.0% |
| 3M | -23.9% | -17.1% | -6.8% | -19.5% |
| 6M | -24.1% | -4.4% | -19.7% | -24.3% |
| YTD | +13.5% | +17.5% | -4.0% | +4.1% |
| 1Y | +23.7% | +32.6% | -8.9% | +8.3% |
| All | +23.7% | +34.8% | -11.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling