+15.5%
MSCI vs JBHT
+33.2%
-17.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +2.7% | +0.9% | +1.7% | +2.7% |
| 30D | +16.2% | -1.1% | +17.3% | +16.2% |
| 3M | +17.1% | -14.8% | +31.9% | +16.8% |
| 6M | +13.0% | -7.4% | +20.5% | +12.7% |
| YTD | +15.8% | +17.3% | -1.6% | +13.8% |
| 1Y | +15.5% | +35.3% | -19.8% | +12.3% |
| All | +15.5% | +33.2% | -17.7% | +12.3% |
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