+277.8%
PSX vs JBHT
+17.1%
+260.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +47.4% |
| YTD | +94.4% | +12.6% | +81.8% | +82.5% |
| 1Y | +83.1% | +29.8% | +53.3% | +64.2% |
| 3Y | +132.2% | +28.1% | +104.1% | +102.7% |
| All | +277.8% | +17.1% | +260.7% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling