-42.4%
TECH vs JBHT
+58.3%
-100.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.3% |
| 7D | +0.1% | +4.9% | -4.8% | -2.2% |
| 30D | +0.7% | +0.6% | +0.1% | +0.1% |
| 3M | +36.3% | -3.2% | +39.6% | +37.4% |
| 6M | +25.6% | +17.0% | +8.6% | +14.4% |
| YTD | +23.7% | +41.7% | -18.0% | +2.4% |
| 1Y | +37.6% | +90.0% | -52.3% | -2.9% |
| 3Y | -6.6% | +47.0% | -53.6% | -27.0% |
| All | -42.4% | +58.3% | -100.6% | -57.3% |
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