+570.5%
XYZ vs JBHT
+223.4%
+347.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.1% | +14.2% | +14.6% |
| 7D | +16.5% | +1.7% | +14.8% | +15.4% |
| 30D | +15.0% | -1.2% | +16.1% | +15.7% |
| 3M | +3.5% | -17.1% | +20.7% | +14.8% |
| 6M | +21.9% | -4.4% | +26.3% | +22.0% |
| YTD | +34.6% | +17.5% | +17.1% | +17.3% |
| 1Y | +20.7% | +32.6% | -11.9% | -3.3% |
| 3Y | +80.0% | +33.0% | +47.0% | +36.3% |
| 5Y | -64.6% | +20.3% | -84.9% | -70.9% |
| 10Y | +619.5% | +209.1% | +410.4% | +228.4% |
| All | +570.5% | +223.4% | +347.1% | +176.7% |
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