+180.1%
SOXX vs JBHT
+22.9%
+157.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.7% |
| 7D | +3.5% | +0.5% | +3.0% | +3.5% |
| 30D | -14.4% | -0.1% | -14.4% | -14.4% |
| 3M | -12.7% | -14.0% | +1.4% | -7.0% |
| 6M | -12.4% | -5.1% | -7.3% | -11.9% |
| YTD | +55.1% | +18.0% | +37.0% | +38.4% |
| 1Y | +58.5% | +36.5% | +21.9% | +31.1% |
| 3Y | +187.5% | +34.8% | +152.8% | +128.0% |
| 5Y | +180.1% | +21.4% | +158.7% | +126.1% |
| All | +180.1% | +22.9% | +157.2% | +126.1% |
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 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