+32.1%
SOLS vs JBHT
+65.8%
-33.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +2.8% |
| 7D | +0.3% | +4.9% | -4.6% | -1.4% |
| 30D | +2.1% | +0.6% | +1.5% | +1.9% |
| 3M | -24.1% | -3.2% | -20.9% | -23.2% |
| 6M | -15.0% | +17.0% | -31.9% | -21.8% |
| YTD | +31.6% | +41.7% | -10.1% | +10.5% |
| All | +32.1% | +65.8% | -33.7% | +2.7% |
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