+282.1%
TEVA vs JBHT
+51.9%
+230.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.6% | +7.1% | -5.6% | +0.4% |
| 30D | +4.0% | +2.3% | +1.6% | +3.5% |
| 3M | +10.5% | -4.5% | +15.0% | +11.1% |
| 6M | +18.4% | +29.2% | -10.8% | +12.4% |
| YTD | +17.8% | +42.2% | -24.4% | +10.0% |
| 1Y | +90.5% | +93.7% | -3.3% | +68.2% |
| 3Y | +282.1% | +53.2% | +228.9% | +224.8% |
| All | +282.1% | +51.9% | +230.3% | +224.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling