+393.2%
SE vs JBHT
+134.0%
+259.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.0% |
| 7D | +6.7% | +1.7% | +5.0% | +5.9% |
| 30D | -17.2% | -1.2% | -16.0% | -16.9% |
| 3M | -28.0% | -17.1% | -10.9% | -22.9% |
| 6M | -6.1% | -4.4% | -1.7% | -7.2% |
| YTD | -37.1% | +17.5% | -54.6% | -44.2% |
| 1Y | -48.8% | +32.6% | -81.4% | -57.3% |
| 3Y | +79.0% | +33.0% | +46.0% | +39.8% |
| 5Y | -77.5% | +20.3% | -97.9% | -81.4% |
| All | +393.2% | +134.0% | +259.2% | +208.9% |
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