+108.1%
DE vs JBHT
+21.8%
+86.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +3.3% | +0.9% | +2.3% | +3.0% |
| 30D | +10.7% | -1.1% | +11.8% | +11.0% |
| 3M | +13.1% | -14.8% | +27.9% | +18.0% |
| 6M | +20.2% | -7.4% | +27.7% | +21.5% |
| YTD | +48.9% | +17.3% | +31.6% | +39.3% |
| 1Y | +46.6% | +35.3% | +11.3% | +31.1% |
| 3Y | +91.4% | +33.9% | +57.4% | +66.1% |
| 5Y | +108.1% | +22.5% | +85.6% | +75.7% |
| All | +108.1% | +21.8% | +86.3% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling