+4,208.2%
YUM vs JBHT
+8,215.7%
-4,007.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -2.0% | +4.9% | -6.9% | -3.1% |
| 30D | -1.1% | +0.6% | -1.7% | -1.3% |
| 3M | +1.8% | -3.2% | +5.0% | +2.1% |
| 6M | -4.7% | +17.0% | -21.7% | -8.7% |
| YTD | +0.6% | +41.7% | -41.1% | -7.8% |
| 1Y | +6.4% | +90.0% | -83.6% | -9.4% |
| 3Y | +22.6% | +47.0% | -24.4% | +8.4% |
| 5Y | +26.0% | +58.3% | -32.4% | +7.8% |
| 10Y | +174.6% | +273.9% | -99.3% | +89.8% |
| All | +4,208.2% | +8,215.7% | -4,007.5% | +1,796.9% |
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 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