+120.7%
MAR vs JBHT
+31.6%
+89.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.8% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +14.0% | -2.2% | +16.2% | +14.6% |
| 3M | +18.1% | -16.5% | +34.6% | +23.7% |
| 6M | +18.6% | -8.4% | +27.0% | +19.7% |
| YTD | +35.3% | +16.1% | +19.2% | +25.6% |
| 1Y | +44.5% | +31.9% | +12.5% | +28.3% |
| 3Y | +120.7% | +34.1% | +86.6% | +85.1% |
| All | +120.7% | +31.6% | +89.1% | +85.1% |
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