+24.3%
TPR vs JBHT
+29.0%
-4.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.6% | +7.6% |
| 7D | +13.9% | -1.4% | +15.2% | +14.0% |
| 30D | +14.9% | -3.1% | +18.0% | +15.4% |
| 3M | -15.4% | -19.5% | +4.2% | -12.9% |
| 6M | -4.5% | -9.6% | +5.1% | -7.1% |
| YTD | +6.0% | +13.3% | -7.3% | -7.5% |
| 1Y | +24.3% | +29.7% | -5.4% | +0.8% |
| All | +24.3% | +29.0% | -4.7% | +0.8% |
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