-1.4%
SLB vs JBHT
+33.0%
-34.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | +2.5% | -1.2% | +3.7% | +2.8% |
| 3M | +2.0% | -17.1% | +19.1% | +7.2% |
| 6M | -6.3% | -4.4% | -2.0% | -6.6% |
| YTD | +36.5% | +17.5% | +19.1% | +26.0% |
| 1Y | +46.2% | +32.6% | +13.6% | +29.4% |
| All | -1.4% | +33.0% | -34.3% | -19.9% |
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 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