+5,257.6%
O vs JBHT
+7,217.0%
-1,959.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.7% |
| 7D | +5.8% | +1.7% | +4.1% | +5.4% |
| 30D | +10.7% | -1.2% | +11.8% | +10.9% |
| 3M | -4.5% | -17.1% | +12.6% | -0.8% |
| 6M | -4.1% | -4.4% | +0.3% | -3.9% |
| YTD | +9.8% | +17.5% | -7.7% | +4.6% |
| 1Y | +11.3% | +32.6% | -21.3% | +3.0% |
| 3Y | +37.5% | +33.0% | +4.4% | +23.7% |
| 5Y | +11.3% | +20.3% | -9.0% | +0.8% |
| 10Y | +71.9% | +209.1% | -137.2% | +21.8% |
| All | +5,257.6% | +7,217.0% | -1,959.3% | +2,442.8% |
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