+47.9%
MS vs JBHT
+89.9%
-42.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | +0.1% |
| 7D | +1.4% | +4.9% | -3.5% | +1.0% |
| 30D | -0.3% | +0.6% | -0.8% | -0.3% |
| 3M | +0.3% | -3.2% | +3.5% | +0.4% |
| 6M | +31.3% | +17.0% | +14.4% | +28.5% |
| YTD | +24.7% | +41.7% | -17.0% | +21.7% |
| 1Y | +47.9% | +90.0% | -42.1% | +46.1% |
| All | +47.9% | +89.9% | -42.0% | +46.1% |
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 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