+27.7%
S vs JBHT
+29.0%
-1.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.6% | -5.3% | -8.0% |
| 7D | -16.7% | -1.4% | -15.3% | -16.3% |
| 30D | -17.0% | -3.1% | -13.9% | -16.3% |
| 3M | +2.0% | -19.5% | +21.5% | +6.3% |
| 6M | +35.1% | -9.6% | +44.6% | +37.5% |
| YTD | +42.8% | +13.3% | +29.5% | +30.8% |
| 1Y | +27.7% | +29.7% | -2.0% | +7.8% |
| All | +27.7% | +29.0% | -1.3% | +7.8% |
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