-9.4%
DASH vs JBHT
+15.0%
-24.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.6% | -5.8% | -7.8% |
| 7D | +0.5% | -1.4% | +1.9% | +1.3% |
| 30D | -7.1% | -3.1% | -4.0% | -5.7% |
| 3M | -13.2% | -19.5% | +6.4% | -5.5% |
| 6M | +8.3% | -9.6% | +17.9% | +10.3% |
| YTD | -20.6% | +13.3% | -33.9% | -28.6% |
| 1Y | -24.4% | +29.7% | -54.1% | -36.7% |
| 3Y | +94.5% | +28.3% | +66.2% | +54.6% |
| 5Y | -9.4% | +18.5% | -27.9% | -28.9% |
| All | -9.4% | +15.0% | -24.4% | -28.9% |
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