+99.1%
NDAQ vs JBHT
+47.5%
+51.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.3% |
| 7D | -2.4% | +4.9% | -7.3% | -3.2% |
| 30D | +2.5% | +0.6% | +1.9% | +2.3% |
| 3M | +9.9% | -3.2% | +13.1% | +10.3% |
| 6M | +9.4% | +17.0% | -7.5% | +6.3% |
| YTD | +0.4% | +41.7% | -41.2% | -5.6% |
| 1Y | +4.0% | +90.0% | -86.0% | -7.5% |
| All | +99.1% | +47.5% | +51.6% | +75.1% |
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 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