+141.2%
PSX vs JBHT
+47.5%
+93.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.6% |
| 7D | +4.5% | +4.9% | -0.3% | +3.1% |
| 30D | +26.6% | +0.6% | +26.0% | +26.2% |
| 3M | +39.3% | -3.2% | +42.5% | +40.0% |
| 6M | +56.8% | +17.0% | +39.9% | +48.3% |
| YTD | +101.8% | +41.7% | +60.2% | +78.9% |
| 1Y | +99.6% | +90.0% | +9.6% | +58.7% |
| All | +141.2% | +47.5% | +93.7% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling