+2,364.5%
JHX vs JBHT
+7,375.4%
-5,010.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.4% |
| 7D | +7.7% | +0.2% | +7.4% | +7.7% |
| 30D | +19.2% | -2.2% | +21.3% | +20.1% |
| 3M | -1.0% | -16.5% | +15.5% | +4.8% |
| 6M | +42.7% | -8.4% | +51.1% | +45.9% |
| YTD | +44.3% | +16.1% | +28.2% | +36.2% |
| 1Y | +72.2% | +31.9% | +40.2% | +55.6% |
| 3Y | +1.1% | +34.1% | -33.0% | -11.0% |
| 5Y | -23.6% | +20.1% | -43.7% | -31.0% |
| 10Y | +134.6% | +184.7% | -50.1% | +57.8% |
| All | +2,364.5% | +7,375.4% | -5,010.9% | +1,094.6% |
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