+782.7%
DE vs JBHT
+186.6%
+596.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +3.3% | +0.9% | +2.3% | +2.9% |
| 30D | +10.7% | -1.1% | +11.8% | +11.1% |
| 3M | +13.1% | -14.8% | +27.9% | +19.9% |
| 6M | +20.2% | -7.4% | +27.7% | +21.9% |
| YTD | +48.9% | +17.3% | +31.6% | +35.5% |
| 1Y | +46.6% | +35.3% | +11.3% | +25.0% |
| 3Y | +91.4% | +33.9% | +57.4% | +56.4% |
| 5Y | +108.1% | +22.5% | +85.6% | +70.7% |
| 10Y | +782.7% | +181.3% | +601.3% | +309.7% |
| All | +782.7% | +186.6% | +596.1% | +309.7% |
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