-40.2%
TECH vs JBHT
+15.0%
-55.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.5% |
| 7D | -0.1% | -1.4% | +1.3% | +0.5% |
| 30D | +0.3% | -3.1% | +3.4% | +1.4% |
| 3M | +1.0% | -19.5% | +20.6% | +9.8% |
| 6M | +28.6% | -9.6% | +38.1% | +30.8% |
| YTD | +24.1% | +13.3% | +10.8% | +12.1% |
| 1Y | +21.9% | +29.7% | -7.8% | +2.8% |
| 3Y | +25.7% | +28.3% | -2.6% | +2.8% |
| 5Y | -40.2% | +18.5% | -58.7% | -50.6% |
| All | -40.2% | +15.0% | -55.2% | -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 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