+83.0%
PL vs JBHT
+69.3%
+13.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.5% |
| 7D | -9.3% | +4.9% | -14.2% | -11.4% |
| 30D | -18.9% | +0.6% | -19.5% | -19.2% |
| 3M | -58.4% | -3.2% | -55.2% | -58.1% |
| 6M | -30.3% | +17.0% | -47.3% | -35.8% |
| YTD | -8.1% | +41.7% | -49.8% | -23.1% |
| 1Y | +180.5% | +90.0% | +90.5% | +98.6% |
| 3Y | +444.1% | +47.0% | +397.2% | +338.2% |
| 5Y | +83.0% | +58.3% | +24.7% | +41.5% |
| All | +83.0% | +69.3% | +13.7% | +41.0% |
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 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