+927.6%
DD vs JBHT
+11,637.0%
-10,709.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.4% |
| 7D | -3.5% | +4.9% | -8.4% | -4.8% |
| 30D | -10.3% | +0.6% | -10.9% | -10.6% |
| 3M | -7.5% | -3.2% | -4.3% | -7.1% |
| 6M | -8.0% | +17.0% | -25.0% | -12.6% |
| YTD | +10.5% | +41.7% | -31.2% | -0.5% |
| 1Y | +38.3% | +90.0% | -51.7% | +13.7% |
| 3Y | +42.5% | +47.0% | -4.5% | +24.4% |
| 5Y | +60.2% | +58.3% | +1.9% | +35.8% |
| 10Y | +68.9% | +273.9% | -205.1% | +13.9% |
| All | +927.6% | +11,637.0% | -10,709.4% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling