-48.0%
SE vs JBHT
+36.1%
-84.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +4.2% | -5.6% | -1.6% |
| 30D | -22.3% | -0.4% | -21.9% | -22.3% |
| 3M | -41.8% | -17.3% | -24.5% | -41.8% |
| 6M | -22.4% | -3.5% | -18.9% | -23.9% |
| YTD | -41.6% | +18.0% | -59.6% | -45.5% |
| 1Y | -48.0% | +35.5% | -83.5% | -51.1% |
| All | -48.0% | +36.1% | -84.1% | -51.1% |
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