+227.4%
SOXX vs JBHT
+51.9%
+175.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +5.6% | +7.1% | -1.5% | +2.7% |
| 30D | -2.7% | +2.3% | -5.1% | -3.6% |
| 3M | -7.5% | -4.5% | -3.0% | -6.0% |
| 6M | +63.5% | +29.2% | +34.3% | +46.0% |
| YTD | +75.7% | +42.2% | +33.5% | +50.1% |
| 1Y | +113.3% | +93.7% | +19.6% | +58.2% |
| 3Y | +227.4% | +53.2% | +174.2% | +159.1% |
| All | +227.4% | +51.9% | +175.5% | +159.1% |
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 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