+7.4%
DASH vs JBHT
+58.3%
-50.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.9% |
| 7D | -10.6% | +4.9% | -15.4% | -12.6% |
| 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% | +8.0% |
| YTD | -6.5% | +41.7% | -48.2% | -23.3% |
| 1Y | -14.9% | +90.0% | -104.9% | -41.1% |
| 3Y | +151.9% | +47.0% | +105.0% | +94.9% |
| All | +7.4% | +58.3% | -50.8% | -23.7% |
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