-15.6%
WMT vs JBHT
+17.9%
-33.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +3.9% | +4.9% | -1.0% | +3.4% |
| 30D | -4.4% | +0.6% | -5.0% | -4.7% |
| 3M | -8.8% | -3.2% | -5.6% | -8.7% |
| 6M | -15.6% | +17.0% | -32.6% | -19.0% |
| All | -15.6% | +17.9% | -33.5% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling