-4.5%
META vs JBHT
+29.0%
-33.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.6% |
| 7D | -3.1% | -1.4% | -1.7% | -2.9% |
| 30D | -18.1% | -3.1% | -15.0% | -17.8% |
| 3M | +2.9% | -19.5% | +22.4% | +4.7% |
| 6M | +0.2% | -9.6% | +9.8% | 0.0% |
| YTD | -8.1% | +13.3% | -21.4% | -12.4% |
| 1Y | -4.5% | +29.7% | -34.2% | -11.3% |
| All | -4.5% | +29.0% | -33.5% | -11.3% |
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