-49.3%
POET vs JBHT
+685.2%
-734.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | -0.7% | +19.7% | +19.2% |
| 7D | -2.5% | -1.6% | -0.9% | -2.1% |
| 30D | -31.7% | -2.3% | -29.4% | -31.3% |
| 3M | -40.6% | -18.5% | -22.1% | -37.7% |
| 6M | -47.8% | -11.3% | -36.6% | -46.5% |
| YTD | -19.9% | +12.6% | -32.5% | -22.2% |
| 1Y | -4.7% | +29.8% | -34.5% | -10.1% |
| 3Y | +275.6% | +28.1% | +247.5% | +248.9% |
| 5Y | -38.2% | +17.7% | -55.9% | -42.2% |
| 10Y | +111.2% | +196.1% | -84.9% | +67.2% |
| All | -49.3% | +685.2% | -734.5% | -63.2% |
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