+4,529.5%
YUM vs JBHT
+6,508.0%
-1,978.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +14.8% | -2.3% | +17.1% | +15.3% |
| 3M | +6.4% | -18.5% | +24.8% | +10.7% |
| 6M | +4.3% | -11.3% | +15.6% | +6.2% |
| YTD | +8.1% | +12.6% | -4.5% | +3.9% |
| 1Y | +11.3% | +29.8% | -18.5% | +3.6% |
| 3Y | +35.1% | +28.1% | +7.0% | +22.9% |
| 5Y | +39.9% | +17.7% | +22.2% | +27.7% |
| 10Y | +221.9% | +196.1% | +25.7% | +133.4% |
| All | +4,529.5% | +6,508.0% | -1,978.5% | +2,036.9% |
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