-54.0%
W vs JBHT
+15.0%
-68.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.7% | -4.9% |
| 7D | -5.6% | -1.4% | -4.2% | -4.2% |
| 30D | +7.5% | -3.1% | +10.6% | +10.4% |
| 3M | +5.4% | -19.5% | +24.9% | +25.5% |
| 6M | +79.4% | -9.6% | +89.0% | +87.4% |
| YTD | +12.9% | +13.3% | -0.4% | -9.6% |
| 1Y | +12.4% | +29.7% | -17.3% | -22.8% |
| 3Y | +128.5% | +28.3% | +100.2% | +51.2% |
| 5Y | -54.0% | +18.5% | -72.4% | -67.6% |
| All | -54.0% | +15.0% | -68.9% | -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 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