-9.7%
LYB vs JBHT
+20.8%
-30.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.0% |
| 7D | -11.0% | +0.4% | -11.5% | -11.2% |
| 30D | -0.9% | -2.0% | +1.1% | -0.4% |
| 3M | +0.9% | -16.3% | +17.2% | +5.7% |
| 6M | -15.4% | -8.2% | -7.1% | -14.8% |
| YTD | +42.0% | +16.3% | +25.7% | +29.4% |
| 1Y | +47.0% | +32.2% | +14.8% | +27.6% |
| 3Y | -21.2% | +34.4% | -55.6% | -34.8% |
| 5Y | -9.7% | +20.3% | -30.0% | -26.8% |
| All | -9.7% | +20.8% | -30.4% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling