+291.9%
TEVA vs JBHT
+60.5%
+231.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.6% | +7.1% | -5.6% | -0.2% |
| 30D | +4.0% | +2.3% | +1.6% | +3.2% |
| 3M | +10.5% | -4.5% | +15.0% | +11.4% |
| 6M | +18.4% | +29.2% | -10.8% | +9.4% |
| YTD | +17.8% | +42.2% | -24.4% | +5.8% |
| 1Y | +90.5% | +93.7% | -3.3% | +55.5% |
| 3Y | +282.1% | +53.2% | +228.9% | +223.4% |
| 5Y | +291.9% | +62.4% | +229.5% | +223.9% |
| All | +291.9% | +60.5% | +231.4% | +223.9% |
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