+8,486.3%
TPR vs JBHT
+8,594.4%
-108.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.6% | +8.9% |
| 7D | +13.9% | -1.4% | +15.2% | +14.5% |
| 30D | +14.9% | -3.1% | +18.0% | +16.5% |
| 3M | -15.4% | -19.5% | +4.2% | -7.2% |
| 6M | -4.5% | -9.6% | +5.1% | -2.5% |
| YTD | +6.0% | +13.3% | -7.3% | -4.6% |
| 1Y | +24.3% | +29.7% | -5.4% | +4.0% |
| 3Y | +412.8% | +28.3% | +384.5% | +309.6% |
| 5Y | +258.4% | +18.5% | +240.0% | +194.8% |
| 10Y | +396.8% | +198.1% | +198.7% | +155.5% |
| All | +8,486.3% | +8,594.4% | -108.0% | +1,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling