+120.4%
POET vs JBHT
+186.6%
-66.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | -27.3% | -1.1% | -26.2% | -26.9% |
| 3M | -40.8% | -14.8% | -26.0% | -37.7% |
| 6M | -53.7% | -7.4% | -46.2% | -52.8% |
| YTD | -19.9% | +17.3% | -37.2% | -24.2% |
| 1Y | -4.0% | +35.3% | -39.3% | -12.7% |
| 3Y | +284.1% | +33.9% | +250.1% | +241.9% |
| 5Y | -37.4% | +22.5% | -59.9% | -44.0% |
| 10Y | +120.4% | +181.3% | -60.9% | +111.6% |
| All | +120.4% | +186.6% | -66.2% | +111.6% |
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 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