+132.2%
PSX vs JBHT
+27.4%
+104.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -13.1% | -1.6% | -11.5% | -12.8% |
| 30D | -9.5% | -2.3% | -7.2% | -9.2% |
| 3M | +20.2% | -18.5% | +38.7% | +25.8% |
| 6M | +44.9% | -11.3% | +56.2% | +47.1% |
| YTD | +94.4% | +12.6% | +81.8% | +80.5% |
| 1Y | +83.1% | +29.8% | +53.3% | +61.4% |
| 3Y | +132.2% | +28.1% | +104.1% | +90.1% |
| All | +132.2% | +27.4% | +104.8% | +90.1% |
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