+6,009.4%
TGT vs JBHT
+9,226.7%
-3,217.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +2.6% | -1.6% | +4.2% | +3.1% |
| 30D | +5.0% | -2.3% | +7.2% | +5.6% |
| 3M | +8.5% | -18.5% | +27.0% | +13.8% |
| 6M | +23.8% | -11.3% | +35.0% | +26.3% |
| YTD | +66.5% | +12.6% | +54.0% | +59.0% |
| 1Y | +84.9% | +29.8% | +55.1% | +69.9% |
| 3Y | +59.2% | +28.1% | +31.1% | +44.5% |
| 5Y | -27.2% | +17.7% | -44.9% | -32.5% |
| 10Y | +221.5% | +196.1% | +25.3% | +132.6% |
| All | +6,009.4% | +9,226.7% | -3,217.3% | +1,893.7% |
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