+61.3%
NDAQ vs JBHT
+15.0%
+46.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | -1.9% |
| 7D | +1.2% | -1.4% | +2.5% | +1.5% |
| 30D | +15.8% | -3.1% | +18.9% | +16.5% |
| 3M | +13.4% | -19.5% | +32.9% | +18.1% |
| 6M | +20.9% | -9.6% | +30.4% | +22.4% |
| YTD | +11.1% | +13.3% | -2.2% | +6.1% |
| 1Y | +26.5% | +29.7% | -3.2% | +16.8% |
| 3Y | +121.5% | +28.3% | +93.2% | +99.6% |
| 5Y | +61.3% | +18.5% | +42.8% | +40.7% |
| All | +61.3% | +15.0% | +46.3% | +40.7% |
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