+82.0%
PR vs JBHT
+29.0%
+53.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.8% |
| 7D | -16.5% | -1.4% | -15.2% | -16.5% |
| 30D | -4.5% | -3.1% | -1.4% | -4.5% |
| 3M | +8.5% | -19.5% | +28.1% | +9.3% |
| 6M | -3.3% | -9.6% | +6.2% | -2.0% |
| YTD | +55.7% | +13.3% | +42.4% | +61.2% |
| 1Y | +82.0% | +29.7% | +52.4% | +92.4% |
| All | +82.0% | +29.0% | +53.1% | +92.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling