+53.8%
MSFT vs JBHT
+28.2%
+25.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -3.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +1.3% | -3.1% | +4.3% | +1.5% |
| 3M | +10.2% | -19.5% | +29.7% | +12.2% |
| 6M | +30.8% | -9.6% | +40.4% | +31.2% |
| YTD | +11.5% | +13.3% | -1.8% | +8.4% |
| 1Y | +6.5% | +29.7% | -23.1% | +1.5% |
| All | +53.8% | +28.2% | +25.6% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling