+11,186.3%
JPM vs JBHT
+11,637.0%
-450.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.8% |
| 7D | +0.3% | +4.9% | -4.6% | -1.3% |
| 30D | -0.2% | +0.6% | -0.7% | -0.6% |
| 3M | +15.9% | -3.2% | +19.1% | +16.3% |
| 6M | +20.9% | +17.0% | +4.0% | +13.8% |
| YTD | +12.9% | +41.7% | -28.8% | -0.2% |
| 1Y | +20.3% | +90.0% | -69.7% | -4.7% |
| 3Y | +160.9% | +47.0% | +114.0% | +119.7% |
| 5Y | +154.8% | +58.3% | +96.5% | +105.8% |
| 10Y | +591.1% | +273.9% | +317.2% | +320.4% |
| All | +11,186.3% | +11,637.0% | -450.7% | +2,865.3% |
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 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