+69.7%
XYZ vs JBHT
+28.2%
+41.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -2.6% |
| 7D | +9.2% | -1.4% | +10.6% | +9.9% |
| 30D | +9.8% | -3.1% | +12.9% | +11.2% |
| 3M | -0.2% | -19.5% | +19.4% | +8.4% |
| 6M | +18.0% | -9.6% | +27.5% | +20.8% |
| YTD | +29.1% | +13.3% | +15.8% | +19.6% |
| 1Y | +14.1% | +29.7% | -15.6% | -0.5% |
| All | +69.7% | +28.2% | +41.5% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling