+239.1%
TPR vs JBHT
+21.5%
+217.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.1% |
| 7D | +12.6% | +1.7% | +10.9% | +11.9% |
| 30D | +7.1% | -1.2% | +8.3% | +7.6% |
| 3M | -19.4% | -17.1% | -2.2% | -14.1% |
| 6M | -9.7% | -4.4% | -5.3% | -10.8% |
| YTD | -1.0% | +17.5% | -18.5% | -11.7% |
| 1Y | +19.3% | +32.6% | -13.3% | +0.3% |
| 3Y | +379.0% | +33.0% | +345.9% | +281.4% |
| 5Y | +239.1% | +20.3% | +218.7% | +174.1% |
| All | +239.1% | +21.5% | +217.6% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling