-15.6%
TSLA vs JBHT
+15.0%
-30.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.6% | -7.2% | -9.1% |
| 7D | -14.8% | -1.4% | -13.4% | -14.1% |
| 30D | -9.7% | -3.1% | -6.6% | -8.4% |
| 3M | +6.9% | -19.5% | +26.4% | +17.1% |
| 6M | -11.7% | -9.6% | -2.2% | -9.2% |
| YTD | -23.6% | +13.3% | -36.9% | -31.1% |
| 1Y | -25.6% | +29.7% | -55.3% | -37.8% |
| 3Y | +56.3% | +28.3% | +27.9% | +25.1% |
| 5Y | -15.6% | +18.5% | -34.1% | -33.0% |
| All | -15.6% | +15.0% | -30.6% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling