-11.1%
TSLA vs JBHT
+36.3%
-47.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +3.4% | -0.1% | +3.5% | +3.4% |
| 3M | +17.4% | -14.0% | +31.5% | +19.9% |
| 6M | -12.2% | -5.1% | -7.1% | -10.6% |
| YTD | -13.1% | +18.0% | -31.1% | -15.6% |
| 1Y | -11.1% | +36.5% | -47.6% | -15.1% |
| All | -11.1% | +36.3% | -47.4% | -15.1% |
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 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