+145.6%
W vs JBHT
+28.2%
+117.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.7% | -5.6% |
| 7D | -5.6% | -1.4% | -4.2% | -4.5% |
| 30D | +7.5% | -3.1% | +10.6% | +9.8% |
| 3M | +5.4% | -19.5% | +24.9% | +21.2% |
| 6M | +79.4% | -9.6% | +89.0% | +85.9% |
| YTD | +12.9% | +13.3% | -0.4% | -5.8% |
| 1Y | +12.4% | +29.7% | -17.3% | -17.5% |
| All | +145.6% | +28.2% | +117.3% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling