+7,716.4%
TPR vs JBHT
+10,769.2%
-3,052.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.5% |
| 7D | -2.3% | +4.9% | -7.2% | -4.8% |
| 30D | -23.0% | +0.6% | -23.5% | -23.9% |
| 3M | -12.5% | -3.2% | -9.3% | -12.3% |
| 6M | -21.4% | +17.0% | -38.4% | -29.1% |
| YTD | -3.5% | +41.7% | -45.2% | -21.7% |
| 1Y | +17.4% | +90.0% | -72.6% | -20.4% |
| 3Y | +291.3% | +47.0% | +244.3% | +194.1% |
| 5Y | +241.9% | +58.3% | +183.6% | +143.5% |
| 10Y | +322.7% | +273.9% | +48.8% | +95.5% |
| All | +7,716.4% | +10,769.2% | -3,052.8% | +840.5% |
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