+16.9%
TPR vs JBHT
+89.9%
-73.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | -2.7% | +4.9% | -7.6% | -3.4% |
| 30D | -23.3% | +0.6% | -23.8% | -23.5% |
| 3M | -12.8% | -3.2% | -9.6% | -12.6% |
| 6M | -21.7% | +17.0% | -38.7% | -25.3% |
| YTD | -3.9% | +41.7% | -45.5% | -10.5% |
| 1Y | +16.9% | +90.0% | -73.1% | +7.8% |
| All | +16.9% | +89.9% | -73.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling