+31,891.9%
JBL vs JBHT
+5,725.6%
+26,166.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.0% | -7.2% |
| 7D | -17.9% | -1.4% | -16.5% | -17.4% |
| 30D | -23.6% | -3.1% | -20.5% | -22.7% |
| 3M | -30.2% | -19.5% | -10.6% | -24.4% |
| 6M | -29.9% | -9.6% | -20.3% | -27.9% |
| YTD | +3.7% | +13.3% | -9.6% | -3.0% |
| 1Y | +8.5% | +29.7% | -21.2% | -4.0% |
| 3Y | +85.1% | +28.3% | +56.8% | +58.9% |
| 5Y | +267.8% | +18.5% | +249.3% | +221.8% |
| 10Y | +1,135.9% | +198.1% | +937.8% | +633.5% |
| All | +31,891.9% | +5,725.6% | +26,166.3% | +7,159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling