+67.7%
T vs JBHT
+58.3%
+9.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.2% |
| 7D | -1.3% | +4.9% | -6.1% | -1.6% |
| 30D | +11.4% | +0.6% | +10.8% | +11.2% |
| 3M | +14.3% | -3.2% | +17.5% | +14.4% |
| 6M | -9.3% | +17.0% | -26.2% | -10.7% |
| YTD | +7.1% | +41.7% | -34.6% | +3.5% |
| 1Y | -9.1% | +90.0% | -99.1% | -14.7% |
| 3Y | +105.3% | +47.0% | +58.4% | +96.9% |
| All | +67.7% | +58.3% | +9.4% | +53.9% |
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 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