+2,275.1%
VALE vs JBHT
+4,939.4%
-2,664.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.6% |
| 7D | +1.6% | +4.9% | -3.3% | -0.9% |
| 30D | +5.1% | +0.6% | +4.5% | +4.4% |
| 3M | -0.4% | -3.2% | +2.8% | +0.1% |
| 6M | -2.2% | +17.0% | -19.2% | -11.2% |
| YTD | +20.5% | +41.7% | -21.1% | -0.8% |
| 1Y | +61.2% | +90.0% | -28.8% | +11.7% |
| 3Y | +43.1% | +47.0% | -3.8% | +8.0% |
| 5Y | +34.0% | +58.3% | -24.4% | -7.4% |
| 10Y | +469.7% | +273.9% | +195.8% | +133.5% |
| All | +2,275.1% | +4,939.4% | -2,664.3% | +312.9% |
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