+4,502.8%
YUM vs JBHT
+6,829.3%
-2,326.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.7% | +0.5% | -4.1% | -3.8% |
| 30D | +9.2% | -0.1% | +9.3% | +9.1% |
| 3M | +11.2% | -14.0% | +25.3% | +14.5% |
| 6M | +7.7% | -5.1% | +12.7% | +8.0% |
| YTD | +7.5% | +18.0% | -10.6% | +2.2% |
| 1Y | +8.3% | +36.5% | -28.2% | -0.3% |
| 3Y | +34.8% | +34.8% | 0.0% | +21.2% |
| 5Y | +41.6% | +21.4% | +20.2% | +28.4% |
| 10Y | +215.3% | +178.0% | +37.3% | +131.7% |
| All | +4,502.8% | +6,829.3% | -2,326.5% | +2,002.4% |
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