+37,196.9%
PAYX vs JBHT
+11,637.0%
+25,559.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.4% |
| 7D | -4.2% | +4.9% | -9.1% | -5.3% |
| 30D | +2.9% | +0.6% | +2.3% | +2.6% |
| 3M | +23.6% | -3.2% | +26.8% | +24.1% |
| 6M | +30.0% | +17.0% | +13.1% | +24.1% |
| YTD | +12.2% | +41.7% | -29.5% | +2.0% |
| 1Y | -7.5% | +90.0% | -97.4% | -22.4% |
| 3Y | +10.1% | +47.0% | -36.9% | -3.4% |
| 5Y | +25.1% | +58.3% | -33.2% | +6.7% |
| 10Y | +171.7% | +273.9% | -102.2% | +88.3% |
| All | +37,196.9% | +11,637.0% | +25,559.9% | +12,630.6% |
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