+7,889.8%
TEVA vs JBHT
+9,620.6%
-1,730.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +1.2% | +0.9% | +0.2% | +1.0% |
| 30D | +3.2% | -1.1% | +4.3% | +3.3% |
| 3M | +17.3% | -14.8% | +32.1% | +19.8% |
| 6M | +18.7% | -7.4% | +26.1% | +19.4% |
| YTD | +35.9% | +17.3% | +18.5% | +31.7% |
| 1Y | +74.8% | +35.3% | +39.4% | +65.9% |
| 3Y | +388.5% | +33.9% | +354.5% | +357.2% |
| 5Y | +351.1% | +22.5% | +328.5% | +326.1% |
| 10Y | +10.4% | +181.3% | -170.9% | -7.2% |
| All | +7,889.8% | +9,620.6% | -1,730.7% | +4,421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling