+630.9%
LYB vs JBHT
+771.0%
-140.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -3.5% |
| 7D | -0.2% | +4.9% | -5.1% | -3.1% |
| 30D | +8.7% | +0.6% | +8.1% | +7.7% |
| 3M | -3.0% | -3.2% | +0.2% | -2.6% |
| 6M | +4.7% | +17.0% | -12.2% | -8.2% |
| YTD | +51.6% | +41.7% | +9.9% | +18.3% |
| 1Y | +24.4% | +90.0% | -65.6% | -21.3% |
| 3Y | -23.5% | +47.0% | -70.4% | -45.5% |
| 5Y | -6.5% | +58.3% | -64.8% | -40.5% |
| 10Y | +40.5% | +273.9% | -233.5% | -55.1% |
| All | +630.9% | +771.0% | -140.1% | +13.5% |
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