-76.5%
PATH vs JBHT
+21.5%
-98.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.6% |
| 30D | +2.7% | -1.2% | +3.8% | +3.1% |
| 3M | -4.2% | -17.1% | +13.0% | +4.4% |
| 6M | +24.7% | -4.4% | +29.1% | +24.7% |
| YTD | -17.6% | +17.5% | -35.1% | -28.4% |
| 1Y | -5.3% | +32.6% | -37.9% | -23.7% |
| 3Y | -22.0% | +33.0% | -55.0% | -39.9% |
| 5Y | -76.5% | +20.3% | -96.8% | -81.0% |
| All | -76.5% | +21.5% | -98.0% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling