+219.5%
P vs JBHT
+33.0%
+186.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.3% |
| 7D | -19.4% | +1.7% | -21.1% | -19.8% |
| 30D | -22.3% | -1.2% | -21.2% | -22.2% |
| 3M | +33.2% | -17.1% | +50.3% | +40.0% |
| 6M | +53.6% | -4.4% | +58.0% | +53.2% |
| YTD | +66.8% | +17.5% | +49.3% | +53.6% |
| 1Y | +17.5% | +32.6% | -15.1% | +3.5% |
| All | +219.5% | +33.0% | +186.6% | +179.4% |
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