+11.7%
DASH vs JBHT
+105.9%
-94.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.8% |
| 7D | -10.6% | +4.9% | -15.4% | -12.5% |
| 30D | +2.2% | +0.6% | +1.6% | +1.4% |
| 3M | +32.3% | -3.2% | +35.5% | +32.6% |
| 6M | +19.1% | +17.0% | +2.2% | +8.7% |
| YTD | -6.5% | +41.7% | -48.2% | -22.2% |
| 1Y | -14.9% | +90.0% | -104.9% | -39.5% |
| 3Y | +151.9% | +47.0% | +105.0% | +98.3% |
| 5Y | +9.4% | +58.3% | -48.9% | -18.6% |
| All | +11.7% | +105.9% | -94.2% | -21.2% |
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