-37.9%
U vs JBHT
+79.7%
-117.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.3% |
| 7D | +7.5% | +1.7% | +5.8% | +6.6% |
| 30D | -7.0% | -1.2% | -5.9% | -6.6% |
| 3M | +20.6% | -17.1% | +37.7% | +31.7% |
| 6M | +53.2% | -4.4% | +57.6% | +52.5% |
| YTD | -3.9% | +17.5% | -21.4% | -16.7% |
| 1Y | +18.4% | +32.6% | -14.2% | -4.9% |
| 3Y | +53.6% | +33.0% | +20.6% | +18.4% |
| 5Y | -72.0% | +20.3% | -92.3% | -77.7% |
| All | -37.9% | +79.7% | -117.6% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling