+50.6%
LYB vs JBHT
+34.8%
+15.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.8% |
| 7D | -6.2% | +1.7% | -7.9% | -6.3% |
| 30D | +6.3% | -1.2% | +7.5% | +6.4% |
| 3M | +4.1% | -17.1% | +21.2% | +4.9% |
| 6M | -15.5% | -4.4% | -11.1% | -16.3% |
| YTD | +50.2% | +17.5% | +32.8% | +30.5% |
| 1Y | +50.6% | +32.6% | +18.0% | +21.7% |
| All | +50.6% | +34.8% | +15.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling