+755.9%
DE vs JBHT
+182.5%
+573.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.7% |
| 7D | +0.3% | +7.0% | -6.8% | -2.6% |
| 30D | +3.6% | +0.5% | +3.1% | +3.2% |
| 3M | +10.2% | -17.4% | +27.6% | +18.4% |
| 6M | +16.6% | -1.7% | +18.3% | +15.2% |
| YTD | +45.8% | +20.7% | +25.1% | +31.1% |
| 1Y | +43.9% | +41.1% | +2.8% | +20.5% |
| 3Y | +89.6% | +38.0% | +51.6% | +52.9% |
| 5Y | +100.3% | +22.5% | +77.9% | +65.1% |
| All | +755.9% | +182.5% | +573.4% | +300.5% |
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