+4.8%
DASH vs JBHT
+70.8%
-66.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.3% | +7.9% |
| 7D | +17.2% | +1.7% | +15.5% | +16.4% |
| 30D | +3.6% | -1.2% | +4.7% | +4.0% |
| 3M | -1.9% | -17.1% | +15.3% | +4.9% |
| 6M | +15.1% | -4.4% | +19.5% | +14.2% |
| YTD | -12.3% | +17.5% | -29.8% | -21.7% |
| 1Y | -17.2% | +32.6% | -49.8% | -30.3% |
| 3Y | +114.7% | +33.0% | +81.7% | +72.2% |
| 5Y | -4.3% | +20.3% | -24.6% | -22.1% |
| All | +4.8% | +70.8% | -66.0% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling