+2,658.5%
NDAQ vs JBHT
+3,797.5%
-1,139.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +3.9% | +1.7% | +2.2% | +3.2% |
| 30D | +19.0% | -1.2% | +20.2% | +19.4% |
| 3M | +17.6% | -17.1% | +34.7% | +25.4% |
| 6M | +21.0% | -4.4% | +25.4% | +21.0% |
| YTD | +14.1% | +17.5% | -3.4% | +3.8% |
| 1Y | +29.4% | +32.6% | -3.2% | +11.8% |
| 3Y | +127.4% | +33.0% | +94.4% | +86.8% |
| 5Y | +66.1% | +20.3% | +45.7% | +37.8% |
| 10Y | +495.6% | +209.1% | +286.5% | +202.1% |
| All | +2,658.5% | +3,797.5% | -1,139.1% | +556.7% |
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 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