-53.2%
S vs JBHT
+77.7%
-130.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -1.0% |
| 7D | -7.7% | +4.9% | -12.6% | -9.8% |
| 30D | -5.3% | +0.6% | -5.9% | -5.8% |
| 3M | +20.3% | -3.2% | +23.5% | +21.4% |
| 6M | +47.4% | +17.0% | +30.4% | +33.5% |
| YTD | +32.5% | +41.7% | -9.1% | +7.9% |
| 1Y | +9.5% | +90.0% | -80.5% | -25.6% |
| 3Y | +15.5% | +47.0% | -31.5% | -11.1% |
| 5Y | -71.2% | +58.3% | -129.5% | -78.9% |
| All | -53.2% | +77.7% | -130.9% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling