+142.0%
W vs JBHT
+27.4%
+114.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.0% |
| 7D | -3.6% | -1.6% | -2.0% | -2.3% |
| 30D | +7.0% | -2.3% | +9.2% | +8.6% |
| 3M | +7.4% | -18.5% | +25.8% | +22.1% |
| 6M | +69.3% | -11.3% | +80.6% | +78.0% |
| YTD | +11.3% | +12.6% | -1.3% | -6.7% |
| 1Y | +13.2% | +29.8% | -16.5% | -17.0% |
| 3Y | +142.0% | +28.1% | +113.9% | +66.0% |
| All | +142.0% | +27.4% | +114.6% | +66.0% |
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 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