+66.2%
MSFT vs JBHT
+15.0%
+51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -2.9% |
| 7D | +1.1% | -1.4% | +2.5% | +1.4% |
| 30D | +1.3% | -3.1% | +4.3% | +1.8% |
| 3M | +10.2% | -19.5% | +29.7% | +14.6% |
| 6M | +30.8% | -9.6% | +40.4% | +32.0% |
| YTD | +11.5% | +13.3% | -1.8% | +5.7% |
| 1Y | +6.5% | +29.7% | -23.1% | -2.7% |
| 3Y | +55.5% | +28.3% | +27.2% | +37.5% |
| 5Y | +66.2% | +18.5% | +47.7% | +44.8% |
| All | +66.2% | +15.0% | +51.2% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling