+485.4%
P vs JBHT
+314.1%
+171.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.1% |
| 7D | +6.5% | +4.9% | +1.7% | +4.2% |
| 30D | +18.8% | +0.6% | +18.3% | +18.5% |
| 3M | +26.7% | -3.2% | +30.0% | +28.0% |
| 6M | +62.2% | +17.0% | +45.2% | +48.5% |
| YTD | +48.5% | +41.7% | +6.8% | +23.4% |
| 1Y | +26.4% | +90.0% | -63.6% | -10.8% |
| 3Y | +159.4% | +47.0% | +112.4% | +102.4% |
| 5Y | +275.8% | +58.3% | +217.5% | +171.6% |
| 10Y | +732.0% | +273.9% | +458.1% | +267.7% |
| All | +485.4% | +314.1% | +171.2% | +144.3% |
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