+94.7%
DE vs JBHT
+31.9%
+62.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.1% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +11.3% | -2.0% | +13.3% | +11.8% |
| 3M | +11.6% | -16.3% | +27.9% | +16.5% |
| 6M | +20.9% | -8.2% | +29.1% | +22.2% |
| YTD | +49.7% | +16.3% | +33.3% | +41.3% |
| 1Y | +49.5% | +32.2% | +17.2% | +36.2% |
| 3Y | +94.7% | +34.4% | +60.3% | +62.5% |
| All | +94.7% | +31.9% | +62.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling