+1,449.6%
NET vs JBHT
+153.0%
+1,296.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.2% |
| 7D | -7.0% | +4.9% | -11.9% | -8.9% |
| 30D | -4.8% | +0.6% | -5.4% | -5.0% |
| 3M | +3.8% | -3.2% | +7.0% | +4.9% |
| 6M | +50.0% | +17.0% | +33.1% | +37.9% |
| YTD | +41.5% | +41.7% | -0.2% | +18.2% |
| 1Y | +32.8% | +90.0% | -57.2% | -5.6% |
| 3Y | +335.9% | +47.0% | +288.9% | +244.8% |
| 5Y | +113.8% | +58.3% | +55.5% | +64.2% |
| All | +1,449.6% | +153.0% | +1,296.5% | +782.6% |
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