+25.7%
YUM vs JBHT
+60.5%
-34.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.7% | +7.1% | -8.8% | -2.6% |
| 30D | -0.8% | +2.3% | -3.2% | -1.2% |
| 3M | +1.5% | -4.5% | +5.9% | +1.9% |
| 6M | -6.1% | +29.2% | -35.3% | -10.1% |
| YTD | -0.2% | +42.2% | -42.4% | -6.2% |
| 1Y | +2.5% | +93.7% | -91.3% | -8.9% |
| 3Y | +24.6% | +53.2% | -28.6% | +13.8% |
| 5Y | +25.7% | +62.4% | -36.8% | +11.3% |
| All | +25.7% | +60.5% | -34.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling