+89.1%
JBL vs JBHT
+27.4%
+61.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.4% |
| 7D | -12.3% | -1.6% | -10.7% | -11.8% |
| 30D | -20.2% | -2.3% | -17.9% | -19.7% |
| 3M | -30.6% | -18.5% | -12.2% | -26.2% |
| 6M | -35.8% | -11.3% | -24.5% | -33.9% |
| YTD | +4.9% | +12.6% | -7.6% | -0.7% |
| 1Y | +11.3% | +29.8% | -18.5% | +0.4% |
| 3Y | +89.1% | +28.1% | +61.0% | +68.1% |
| All | +89.1% | +27.4% | +61.7% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling