+51.7%
S vs JBHT
+33.0%
+18.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.3% |
| 7D | -8.2% | +1.7% | -9.9% | -8.8% |
| 30D | -7.6% | -1.2% | -6.5% | -7.4% |
| 3M | +12.0% | -17.1% | +29.1% | +18.7% |
| 6M | +50.6% | -4.4% | +55.0% | +50.8% |
| YTD | +56.6% | +17.5% | +39.1% | +42.9% |
| 1Y | +39.2% | +32.6% | +6.6% | +20.8% |
| All | +51.7% | +33.0% | +18.8% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling