+178.4%
WMT vs JBHT
+22.5%
+155.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.2% |
| 7D | +2.0% | +7.0% | -5.0% | +1.2% |
| 30D | +10.3% | +0.5% | +9.8% | +10.2% |
| 3M | +11.0% | -17.4% | +28.3% | +13.1% |
| 6M | -2.3% | -1.7% | -0.6% | -2.7% |
| YTD | +15.7% | +20.7% | -5.0% | +12.2% |
| 1Y | +26.0% | +41.1% | -15.1% | +19.8% |
| 3Y | +136.5% | +38.0% | +98.5% | +120.2% |
| All | +178.4% | +22.5% | +155.9% | +155.5% |
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 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