+10,568.9%
JPM vs JBHT
+9,288.5%
+1,280.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -3.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | +1.8% | -3.1% | +4.9% | +2.8% |
| 3M | -5.6% | -19.5% | +13.9% | +0.3% |
| 6M | +10.1% | -9.6% | +19.6% | +12.0% |
| YTD | +6.7% | +13.3% | -6.6% | +0.7% |
| 1Y | +10.3% | +29.7% | -19.4% | -0.5% |
| 3Y | +151.4% | +28.3% | +123.1% | +120.1% |
| 5Y | +127.3% | +18.5% | +108.8% | +100.6% |
| 10Y | +546.0% | +198.1% | +347.9% | +320.2% |
| All | +10,568.9% | +9,288.5% | +1,280.4% | +2,892.1% |
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 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