+280.9%
PSX vs JBHT
+15.0%
+265.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.3% | -3.9% |
| 7D | -9.7% | -1.4% | -8.3% | -9.4% |
| 30D | -8.4% | -3.1% | -5.4% | -7.9% |
| 3M | +22.6% | -19.5% | +42.2% | +28.8% |
| 6M | +38.8% | -9.6% | +48.3% | +40.4% |
| YTD | +95.5% | +13.3% | +82.1% | +83.2% |
| 1Y | +87.1% | +29.7% | +57.4% | +67.9% |
| 3Y | +133.5% | +28.3% | +105.2% | +103.8% |
| 5Y | +280.9% | +18.5% | +262.4% | +211.5% |
| All | +280.9% | +15.0% | +265.9% | +211.5% |
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