+2,514.3%
SOXX vs JBHT
+6,409.3%
-3,895.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.2% |
| 7D | +2.2% | +4.9% | -2.7% | 0.0% |
| 30D | -2.0% | +0.6% | -2.6% | -2.3% |
| 3M | -13.7% | -3.2% | -10.5% | -12.7% |
| 6M | +52.4% | +17.0% | +35.4% | +40.5% |
| YTD | +72.8% | +41.7% | +31.2% | +45.2% |
| 1Y | +113.9% | +90.0% | +23.9% | +53.8% |
| 3Y | +210.7% | +47.0% | +163.8% | +146.8% |
| 5Y | +244.6% | +58.3% | +186.3% | +162.0% |
| 10Y | +1,468.0% | +273.9% | +1,194.1% | +673.6% |
| All | +2,514.3% | +6,409.3% | -3,895.0% | +213.8% |
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