+36.1%
TPR vs JBHT
+29.5%
+6.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | +14.2% | -1.6% | +15.8% | +14.4% |
| 30D | +17.1% | -2.3% | +19.4% | +17.4% |
| 3M | -17.7% | -18.5% | +0.7% | -15.8% |
| 6M | -10.2% | -11.3% | +1.1% | -12.0% |
| YTD | +4.9% | +12.6% | -7.7% | -6.8% |
| 1Y | +36.1% | +29.8% | +6.4% | +15.0% |
| All | +36.1% | +29.5% | +6.6% | +15.0% |
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