+227.6%
W vs JBHT
+245.9%
-18.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +9.9% | +10.2% |
| 7D | +8.4% | +1.7% | +6.7% | +7.0% |
| 30D | +16.5% | -1.2% | +17.7% | +17.2% |
| 3M | +6.4% | -17.1% | +23.6% | +20.6% |
| 6M | +90.5% | -4.4% | +94.9% | +90.4% |
| YTD | +23.1% | +17.5% | +5.6% | +1.9% |
| 1Y | +24.3% | +32.6% | -8.3% | -7.5% |
| 3Y | +149.0% | +33.0% | +116.0% | +83.7% |
| 5Y | -51.7% | +20.3% | -72.0% | -60.0% |
| 10Y | +280.1% | +209.1% | +71.0% | +74.4% |
| All | +227.6% | +245.9% | -18.3% | +44.5% |
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