+240.4%
TPR vs JBHT
+58.3%
+182.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.2% |
| 7D | -2.3% | +4.9% | -7.2% | -4.3% |
| 30D | -23.0% | +0.6% | -23.5% | -23.7% |
| 3M | -12.5% | -3.2% | -9.3% | -12.2% |
| 6M | -21.4% | +17.0% | -38.4% | -28.1% |
| YTD | -3.5% | +41.7% | -45.2% | -19.5% |
| 1Y | +17.4% | +90.0% | -72.6% | -16.1% |
| 3Y | +291.3% | +47.0% | +244.3% | +206.8% |
| All | +240.4% | +58.3% | +182.1% | +152.9% |
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