+2,239.8%
SOXX vs JBHT
+5,324.1%
-3,084.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +17.5% | +4.2% | +13.3% | +15.4% |
| 30D | -14.5% | -0.4% | -14.1% | -14.3% |
| 3M | -14.9% | -17.3% | +2.5% | -7.9% |
| 6M | -9.8% | -3.5% | -6.3% | -9.7% |
| YTD | +54.7% | +18.0% | +36.6% | +40.1% |
| 1Y | +55.7% | +35.5% | +20.1% | +32.1% |
| 3Y | +186.8% | +34.8% | +152.0% | +135.6% |
| 5Y | +176.7% | +19.7% | +157.0% | +137.9% |
| 10Y | +1,252.6% | +178.0% | +1,074.7% | +658.0% |
| All | +2,239.8% | +5,324.1% | -3,084.3% | +202.9% |
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