+35,425.3%
PAYX vs JBHT
+9,536.8%
+25,888.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.7% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | +11.5% | -2.0% | +13.4% | +11.9% |
| 3M | -3.4% | -16.3% | +12.9% | +0.2% |
| 6M | +26.3% | -8.2% | +34.6% | +27.8% |
| YTD | +6.9% | +16.3% | -9.4% | +1.5% |
| 1Y | +7.1% | +32.2% | -25.1% | -1.5% |
| 3Y | +12.6% | +34.4% | -21.8% | +0.6% |
| 5Y | +9.5% | +20.3% | -10.8% | -0.5% |
| 10Y | +184.3% | +185.2% | -0.9% | +109.0% |
| All | +35,425.3% | +9,536.8% | +25,888.5% | +12,559.7% |
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