+778.6%
DE vs JBHT
+192.4%
+586.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | -0.6% | -1.6% | +1.0% | +0.1% |
| 30D | +2.3% | -2.3% | +4.5% | +3.1% |
| 3M | +9.5% | -18.5% | +28.0% | +18.2% |
| 6M | +14.1% | -11.3% | +25.4% | +17.7% |
| YTD | +45.4% | +12.6% | +32.8% | +34.7% |
| 1Y | +42.9% | +29.8% | +13.1% | +24.0% |
| 3Y | +84.8% | +28.1% | +56.7% | +53.9% |
| 5Y | +101.8% | +17.7% | +84.1% | +68.4% |
| All | +778.6% | +192.4% | +586.3% | +293.7% |
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 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