+543.0%
XYZ vs JBHT
+211.9%
+331.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -1.9% |
| 7D | +9.2% | -1.4% | +10.6% | +10.3% |
| 30D | +9.8% | -3.1% | +12.9% | +11.9% |
| 3M | -0.2% | -19.5% | +19.4% | +12.7% |
| 6M | +18.0% | -9.6% | +27.5% | +22.3% |
| YTD | +29.1% | +13.3% | +15.8% | +15.1% |
| 1Y | +14.1% | +29.7% | -15.6% | -7.3% |
| 3Y | +72.6% | +28.3% | +44.3% | +33.7% |
| 5Y | -64.6% | +18.5% | -83.1% | -70.6% |
| 10Y | +590.0% | +198.1% | +391.9% | +222.2% |
| All | +543.0% | +211.9% | +331.1% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling