+40.9%
XYZ vs JBHT
+47.5%
-6.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.0% |
| 7D | -1.0% | +4.9% | -5.8% | -3.0% |
| 30D | -1.7% | +0.6% | -2.3% | -2.1% |
| 3M | +16.7% | -3.2% | +19.9% | +17.7% |
| 6M | +26.9% | +17.0% | +9.9% | +16.6% |
| YTD | +27.1% | +41.7% | -14.5% | +7.6% |
| 1Y | +9.3% | +90.0% | -80.7% | -20.3% |
| All | +40.9% | +47.5% | -6.6% | +15.0% |
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 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