+56.7%
TSLA vs JBHT
+28.2%
+28.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.6% | -7.2% | -9.5% |
| 7D | -14.8% | -1.4% | -13.4% | -14.2% |
| 30D | -9.7% | -3.1% | -6.6% | -8.7% |
| 3M | +6.9% | -19.5% | +26.4% | +14.6% |
| 6M | -11.7% | -9.6% | -2.2% | -9.7% |
| YTD | -23.6% | +13.3% | -36.9% | -29.5% |
| 1Y | -25.6% | +29.7% | -55.3% | -35.4% |
| All | +56.7% | +28.2% | +28.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling