+4.6%
TSLA vs JBHT
+89.9%
-85.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.7% | -6.2% |
| 7D | +1.5% | +4.9% | -3.4% | +1.0% |
| 30D | +10.1% | +0.6% | +9.5% | +10.0% |
| 3M | -15.4% | -3.2% | -12.2% | -15.1% |
| 6M | -12.8% | +17.0% | -29.7% | -13.4% |
| YTD | -21.3% | +41.7% | -62.9% | -21.8% |
| 1Y | +4.6% | +90.0% | -85.4% | +5.9% |
| All | +4.6% | +89.9% | -85.3% | +5.9% |
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 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