+38.1%
O vs JBHT
+27.4%
+10.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.7% | -1.6% | +5.3% | +3.9% |
| 30D | +11.2% | -2.3% | +13.5% | +11.4% |
| 3M | -4.0% | -18.5% | +14.5% | -2.2% |
| 6M | -5.2% | -11.3% | +6.0% | -4.3% |
| YTD | +9.5% | +12.6% | -3.1% | +8.4% |
| 1Y | +10.6% | +29.8% | -19.2% | +8.2% |
| 3Y | +38.1% | +28.1% | +10.0% | +27.8% |
| All | +38.1% | +27.4% | +10.7% | +27.8% |
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 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