+1,595.4%
T vs JBHT
+9,634.5%
-8,039.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | +5.5% | +1.7% | +3.8% | +5.2% |
| 30D | -8.9% | -1.2% | -7.8% | -8.8% |
| 3M | -5.6% | -17.1% | +11.6% | -3.4% |
| 6M | -14.3% | -4.4% | -9.9% | -14.2% |
| YTD | -7.9% | +17.5% | -25.4% | -10.6% |
| 1Y | -6.4% | +32.6% | -39.0% | -10.8% |
| 3Y | +59.8% | +33.0% | +26.8% | +49.6% |
| 5Y | +55.3% | +20.3% | +35.0% | +46.1% |
| 10Y | +58.3% | +209.1% | -150.8% | +29.1% |
| All | +1,595.4% | +9,634.5% | -8,039.0% | +869.0% |
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