+96.9%
PSX vs JBHT
+34.8%
+62.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.6% |
| 7D | -5.2% | +1.7% | -6.9% | -5.2% |
| 30D | -3.7% | -1.2% | -2.6% | -3.7% |
| 3M | +26.8% | -17.1% | +43.9% | +28.2% |
| 6M | +47.3% | -4.4% | +51.7% | +47.5% |
| YTD | +105.4% | +17.5% | +87.9% | +92.3% |
| 1Y | +96.9% | +32.6% | +64.3% | +80.4% |
| All | +96.9% | +34.8% | +62.1% | +80.4% |
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