-6.1%
PATH vs JBHT
+47.5%
-53.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.4% | -17.6% |
| 7D | -16.3% | +4.9% | -21.2% | -17.9% |
| 30D | +9.9% | +0.6% | +9.3% | +9.4% |
| 3M | +30.2% | -3.2% | +33.4% | +30.8% |
| 6M | +37.2% | +17.0% | +20.3% | +27.6% |
| YTD | -7.3% | +41.7% | -49.0% | -20.6% |
| 1Y | +40.0% | +90.0% | -50.0% | +4.3% |
| All | -6.1% | +47.5% | -53.7% | -21.2% |
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