+50.1%
PYPL vs JBHT
+183.5%
-133.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +6.1% | -0.1% | +6.2% | +6.1% |
| 3M | +1.1% | -14.0% | +15.1% | +6.0% |
| 6M | +32.7% | -5.1% | +37.8% | +33.0% |
| YTD | +2.8% | +18.0% | -15.3% | -7.3% |
| 1Y | -10.8% | +36.5% | -47.3% | -24.4% |
| 3Y | +9.8% | +34.8% | -25.0% | -9.8% |
| 5Y | -70.2% | +21.4% | -91.7% | -74.9% |
| 10Y | +50.1% | +178.0% | -127.9% | -12.5% |
| All | +50.1% | +183.5% | -133.4% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling