+170.3%
WMT vs JBHT
+22.9%
+147.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +11.1% | -0.1% | +11.2% | +11.1% |
| 3M | +11.2% | -14.0% | +25.3% | +12.8% |
| 6M | -1.3% | -5.1% | +3.8% | -1.2% |
| YTD | +13.5% | +18.0% | -4.5% | +10.4% |
| 1Y | +22.5% | +36.5% | -14.0% | +17.0% |
| 3Y | +134.1% | +34.8% | +99.3% | +118.6% |
| 5Y | +170.3% | +21.4% | +148.8% | +147.2% |
| All | +170.3% | +22.9% | +147.4% | +147.2% |
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