+46.4%
DE vs JBHT
+36.3%
+10.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +9.3% | -0.1% | +9.4% | +9.3% |
| 3M | +12.2% | -14.0% | +26.2% | +16.1% |
| 6M | +18.1% | -5.1% | +23.2% | +16.4% |
| YTD | +49.8% | +18.0% | +31.7% | +36.1% |
| 1Y | +46.4% | +36.5% | +9.9% | +26.3% |
| All | +46.4% | +36.3% | +10.0% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling