+51.8%
LYB vs JBHT
+36.3%
+15.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | +5.3% | -0.1% | +5.4% | +5.3% |
| 3M | -1.2% | -14.0% | +12.9% | -0.7% |
| 6M | -13.1% | -5.1% | -8.0% | -13.8% |
| YTD | +49.3% | +18.0% | +31.3% | +30.1% |
| 1Y | +51.8% | +36.5% | +15.3% | +18.7% |
| All | +51.8% | +36.3% | +15.5% | +18.7% |
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