+65.4%
SLB vs JBHT
+15.0%
+50.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.2% | -2.7% |
| 7D | -7.7% | -1.4% | -6.4% | -7.4% |
| 30D | -0.7% | -3.1% | +2.4% | +0.1% |
| 3M | 0.0% | -19.5% | +19.5% | +6.0% |
| 6M | -10.4% | -9.6% | -0.9% | -8.9% |
| YTD | +31.5% | +13.3% | +18.2% | +23.5% |
| 1Y | +39.1% | +29.7% | +9.5% | +25.0% |
| 3Y | -5.7% | +28.3% | -34.0% | -17.8% |
| 5Y | +65.4% | +18.5% | +47.0% | +32.0% |
| All | +65.4% | +15.0% | +50.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling