+14,001.9%
DE vs JBHT
+9,288.5%
+4,713.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -0.9% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -2.9% | -3.1% | +0.2% | -2.1% |
| 3M | +8.6% | -19.5% | +28.2% | +14.9% |
| 6M | +15.8% | -9.6% | +25.3% | +17.9% |
| YTD | +43.6% | +13.3% | +30.3% | +36.9% |
| 1Y | +41.6% | +29.7% | +11.9% | +29.8% |
| 3Y | +80.7% | +28.3% | +52.3% | +62.0% |
| 5Y | +99.3% | +18.5% | +80.8% | +80.0% |
| 10Y | +777.0% | +198.1% | +578.9% | +511.2% |
| All | +14,001.9% | +9,288.5% | +4,713.4% | +4,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling