+24.3%
LOW vs JBHT
+28.2%
-3.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | +0.2% |
| 7D | +9.6% | -1.4% | +11.0% | +10.1% |
| 30D | +24.5% | -3.1% | +27.6% | +25.7% |
| 3M | +4.0% | -19.5% | +23.5% | +10.3% |
| 6M | +2.2% | -9.6% | +11.7% | +3.7% |
| YTD | -3.7% | +13.3% | -17.0% | -9.5% |
| 1Y | -0.9% | +29.7% | -30.6% | -11.0% |
| All | +24.3% | +28.2% | -3.9% | +4.9% |
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