-67.9%
U vs JBHT
+15.0%
-82.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -3.6% | +18.5% | +17.1% |
| 7D | +24.3% | -1.4% | +25.7% | +25.0% |
| 30D | +8.6% | -3.1% | +11.6% | +10.1% |
| 3M | +37.6% | -19.5% | +57.1% | +54.5% |
| 6M | +78.5% | -9.6% | +88.1% | +82.8% |
| YTD | +10.5% | +13.3% | -2.8% | -5.5% |
| 1Y | +15.2% | +29.7% | -14.5% | -10.9% |
| 3Y | +76.6% | +28.3% | +48.3% | +28.9% |
| 5Y | -67.9% | +18.5% | -86.4% | -75.9% |
| All | -67.9% | +15.0% | -82.9% | -75.9% |
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