+362.0%
TEVA vs JBHT
+20.5%
+341.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | 0.0% |
| 7D | +5.6% | +0.2% | +5.3% | +5.5% |
| 30D | +4.5% | -2.2% | +6.7% | +5.0% |
| 3M | +21.5% | -16.5% | +38.0% | +26.6% |
| 6M | +20.3% | -8.4% | +28.7% | +21.5% |
| YTD | +37.7% | +16.1% | +21.6% | +29.2% |
| 1Y | +79.3% | +31.9% | +47.3% | +62.1% |
| 3Y | +390.0% | +34.1% | +355.9% | +319.2% |
| 5Y | +362.0% | +20.1% | +341.9% | +287.7% |
| All | +362.0% | +20.5% | +341.5% | +287.7% |
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