-71.5%
U vs JBHT
+21.8%
-93.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | +24.4% | +0.9% | +23.4% | +23.2% |
| 30D | +7.4% | -1.1% | +8.5% | +7.5% |
| 3M | +16.8% | -14.8% | +31.6% | +26.6% |
| 6M | +78.8% | -7.4% | +86.2% | +80.5% |
| YTD | +14.0% | +17.3% | -3.3% | -4.7% |
| 1Y | +16.7% | +35.3% | -18.6% | -12.2% |
| 3Y | +86.4% | +33.9% | +52.4% | +31.8% |
| 5Y | -71.5% | +22.5% | -94.0% | -79.1% |
| All | -71.5% | +21.8% | -93.3% | -79.1% |
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 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