+72.2%
V vs JBHT
+58.3%
+13.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | -1.7% | +4.9% | -6.6% | -2.7% |
| 30D | +2.0% | +0.6% | +1.4% | +1.7% |
| 3M | +17.4% | -3.2% | +20.6% | +17.8% |
| 6M | +17.5% | +17.0% | +0.5% | +12.7% |
| YTD | +7.6% | +41.7% | -34.1% | -1.2% |
| 1Y | +7.7% | +90.0% | -82.3% | -8.2% |
| 3Y | +54.7% | +47.0% | +7.7% | +38.2% |
| All | +72.2% | +58.3% | +13.9% | +43.0% |
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