-49.8%
Z vs JBHT
+21.5%
-71.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.3% | +8.9% |
| 7D | +10.2% | +1.7% | +8.5% | +9.3% |
| 30D | +23.7% | -1.2% | +24.8% | +24.6% |
| 3M | -6.6% | -17.1% | +10.6% | +1.7% |
| 6M | -23.0% | -4.4% | -18.6% | -23.2% |
| YTD | -50.3% | +17.5% | -67.8% | -56.4% |
| 1Y | -53.6% | +32.6% | -86.2% | -62.0% |
| 3Y | -10.1% | +33.0% | -43.1% | -29.8% |
| 5Y | -49.8% | +20.3% | -70.1% | -59.7% |
| All | -49.8% | +21.5% | -71.2% | -59.7% |
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 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