-10.8%
PYPL vs JBHT
+36.3%
-47.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | +6.1% | -0.1% | +6.2% | +6.1% |
| 3M | +1.1% | -14.0% | +15.1% | +1.3% |
| 6M | +32.7% | -5.1% | +37.8% | +33.7% |
| YTD | +2.8% | +18.0% | -15.3% | -1.9% |
| 1Y | -10.8% | +36.5% | -47.3% | -22.5% |
| All | -10.8% | +36.3% | -47.1% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling