+3,181.4%
MAR vs JBHT
+3,865.1%
-683.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.7% |
| 7D | +7.7% | +1.7% | +6.0% | +7.1% |
| 30D | +19.4% | -1.2% | +20.5% | +19.7% |
| 3M | +23.3% | -17.1% | +40.5% | +30.6% |
| 6M | +22.8% | -4.4% | +27.2% | +23.0% |
| YTD | +37.8% | +17.5% | +20.3% | +27.7% |
| 1Y | +57.4% | +32.6% | +24.8% | +39.6% |
| 3Y | +128.4% | +33.0% | +95.4% | +96.6% |
| 5Y | +170.1% | +20.3% | +149.7% | +137.9% |
| 10Y | +567.1% | +209.1% | +358.0% | +312.5% |
| All | +3,181.4% | +3,865.1% | -683.7% | +891.0% |
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