+43.6%
VALE vs JBHT
+17.1%
+26.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +1.8% | -1.6% | +3.4% | +2.1% |
| 30D | -14.8% | -2.3% | -12.6% | -14.5% |
| 3M | -19.0% | -18.5% | -0.6% | -15.5% |
| 6M | -27.7% | -11.3% | -16.4% | -26.6% |
| YTD | -8.5% | +12.6% | -21.1% | -12.8% |
| 1Y | +2.6% | +29.8% | -27.1% | -5.7% |
| 3Y | +4.0% | +28.1% | -24.1% | -6.9% |
| All | +43.6% | +17.1% | +26.5% | +23.5% |
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