-8.0%
T vs JBHT
+31.8%
-39.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | +1.7% | +0.2% | +1.4% | +1.7% |
| 30D | -1.7% | -2.2% | +0.4% | -1.6% |
| 3M | -7.3% | -16.5% | +9.1% | -6.7% |
| 6M | -11.2% | -8.4% | -2.8% | -11.2% |
| YTD | -8.1% | +16.1% | -24.1% | -9.2% |
| All | -8.0% | +31.8% | -39.8% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling