+1,563.7%
META vs JBHT
+395.9%
+1,167.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.1% |
| 7D | +2.9% | +1.7% | +1.2% | +2.3% |
| 30D | -15.1% | -1.2% | -13.9% | -14.9% |
| 3M | +7.2% | -17.1% | +24.4% | +13.4% |
| 6M | +3.4% | -4.4% | +7.8% | +3.2% |
| YTD | -4.3% | +17.5% | -21.8% | -12.2% |
| 1Y | +0.8% | +32.6% | -31.8% | -11.8% |
| 3Y | +102.2% | +33.0% | +69.1% | +70.6% |
| 5Y | +89.4% | +20.3% | +69.0% | +64.1% |
| 10Y | +426.7% | +209.1% | +217.6% | +212.2% |
| All | +1,563.7% | +395.9% | +1,167.9% | +773.7% |
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