+2,327.9%
NDAQ vs JBHT
+4,599.3%
-2,271.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -3.0% |
| 7D | -2.4% | +4.9% | -7.3% | -4.4% |
| 30D | +2.5% | +0.6% | +1.9% | +1.9% |
| 3M | +9.9% | -3.2% | +13.1% | +10.7% |
| 6M | +9.4% | +17.0% | -7.5% | +1.2% |
| YTD | +0.4% | +41.7% | -41.2% | -14.5% |
| 1Y | +4.0% | +90.0% | -86.0% | -23.0% |
| 3Y | +94.4% | +47.0% | +47.4% | +54.4% |
| 5Y | +56.7% | +58.3% | -1.6% | +16.6% |
| 10Y | +375.3% | +273.9% | +101.4% | +124.9% |
| All | +2,327.9% | +4,599.3% | -2,271.4% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling