+36,137.3%
PAYX vs JBHT
+9,226.7%
+26,910.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | +4.4% | -1.6% | +6.0% | +4.8% |
| 30D | +16.4% | -2.3% | +18.7% | +17.0% |
| 3M | -1.6% | -18.5% | +16.9% | +2.8% |
| 6M | +32.4% | -11.3% | +43.7% | +35.0% |
| YTD | +9.0% | +12.6% | -3.6% | +4.3% |
| 1Y | +9.4% | +29.8% | -20.3% | +1.1% |
| 3Y | +17.5% | +28.1% | -10.6% | +6.2% |
| 5Y | +10.2% | +17.7% | -7.5% | +0.7% |
| 10Y | +198.3% | +196.1% | +2.1% | +117.7% |
| All | +36,137.3% | +9,226.7% | +26,910.6% | +12,918.1% |
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