+43.2%
TER vs JBHT
+34.8%
+8.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -7.4% |
| 7D | -19.9% | +1.7% | -21.6% | -20.7% |
| 30D | -43.5% | -1.2% | -42.4% | -43.3% |
| 3M | -37.8% | -17.1% | -20.6% | -31.3% |
| 6M | -25.6% | -4.4% | -21.2% | -27.9% |
| YTD | +29.8% | +17.5% | +12.3% | +6.0% |
| 1Y | +43.2% | +32.6% | +10.6% | +11.1% |
| All | +43.2% | +34.8% | +8.3% | +11.1% |
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