-20.8%
POET vs JBHT
+888.1%
-908.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +7.4% |
| 7D | +5.6% | +4.9% | +0.7% | +4.4% |
| 30D | -2.1% | +0.6% | -2.7% | -2.1% |
| 3M | -48.8% | -3.2% | -45.6% | -48.5% |
| 6M | +15.8% | +17.0% | -1.2% | +11.6% |
| YTD | +25.1% | +41.7% | -16.5% | +15.4% |
| 1Y | +50.6% | +90.0% | -39.4% | +29.2% |
| 3Y | +107.9% | +47.0% | +60.9% | +86.4% |
| 5Y | -11.0% | +58.3% | -69.3% | -22.0% |
| 10Y | +25.7% | +273.9% | -248.2% | -5.6% |
| All | -20.8% | +888.1% | -908.9% | -45.4% |
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