+75.7%
TSLA vs JBHT
+33.0%
+42.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | -4.7% | +1.7% | -6.4% | -5.3% |
| 30D | +1.7% | -1.2% | +2.9% | +2.0% |
| 3M | +17.7% | -17.1% | +34.8% | +24.7% |
| 6M | -1.9% | -4.4% | +2.5% | -1.8% |
| YTD | -14.3% | +17.5% | -31.8% | -22.1% |
| 1Y | -13.3% | +32.6% | -45.9% | -25.3% |
| All | +75.7% | +33.0% | +42.7% | +37.2% |
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