-30.6%
VRSK vs JBHT
+89.9%
-120.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.2% |
| 7D | -3.1% | +4.9% | -8.0% | -2.5% |
| 30D | -1.6% | +0.6% | -2.1% | -1.4% |
| 3M | +3.5% | -3.2% | +6.7% | +3.1% |
| 6M | -13.4% | +17.0% | -30.3% | -10.4% |
| YTD | -16.5% | +41.7% | -58.2% | -10.2% |
| 1Y | -30.6% | +90.0% | -120.6% | -18.8% |
| All | -30.6% | +89.9% | -120.5% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling