-47.9%
POET vs JBHT
+723.4%
-771.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | +22.3% | +4.2% | +18.1% | +21.1% |
| 30D | -17.6% | -0.4% | -17.2% | -17.4% |
| 3M | -41.3% | -17.3% | -23.9% | -38.6% |
| 6M | -62.1% | -3.5% | -58.6% | -61.8% |
| YTD | -17.7% | +18.0% | -35.7% | -20.9% |
| 1Y | +3.2% | +35.5% | -32.4% | -3.7% |
| 3Y | +294.7% | +34.8% | +259.9% | +262.5% |
| 5Y | -37.2% | +19.7% | -57.0% | -41.7% |
| 10Y | +126.5% | +178.0% | -51.4% | +80.1% |
| All | -47.9% | +723.4% | -771.3% | -62.6% |
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 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