+123.0%
POET vs JBHT
+182.5%
-59.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.3% |
| 7D | +1.2% | +7.0% | -5.8% | -1.1% |
| 30D | -12.2% | +0.5% | -12.7% | -12.2% |
| 3M | -42.4% | -17.4% | -25.1% | -38.9% |
| 6M | -64.3% | -1.7% | -62.6% | -64.2% |
| YTD | -19.0% | +20.7% | -39.7% | -24.0% |
| 1Y | +9.1% | +41.1% | -31.9% | -2.1% |
| 3Y | +297.7% | +38.0% | +259.7% | +250.5% |
| 5Y | -38.2% | +22.5% | -60.7% | -44.8% |
| All | +123.0% | +182.5% | -59.4% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling