-45.3%
TE vs JBHT
+39.4%
-84.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.9% |
| 7D | -19.1% | +7.0% | -26.1% | -21.2% |
| 30D | -34.1% | +0.5% | -34.6% | -34.2% |
| 3M | -60.1% | -17.4% | -42.8% | -57.9% |
| 6M | -66.0% | -1.7% | -64.2% | -65.6% |
| YTD | -71.4% | +20.7% | -92.1% | -73.2% |
| 1Y | -45.3% | +41.1% | -86.4% | -50.6% |
| All | -45.3% | +39.4% | -84.7% | -50.6% |
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