-100.0%
DFNS vs JBHT
+73.2%
-173.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.7% | -11.6% | -12.4% |
| 7D | -44.0% | -1.6% | -42.4% | -44.4% |
| 30D | -69.1% | -2.3% | -66.8% | -69.5% |
| 3M | -95.6% | -18.5% | -77.2% | -96.1% |
| 6M | -96.2% | -11.3% | -84.9% | -96.4% |
| YTD | -99.6% | +12.6% | -112.2% | -99.6% |
| 1Y | -99.7% | +29.8% | -129.5% | -99.7% |
| 3Y | -100.0% | +28.1% | -128.1% | -100.0% |
| 5Y | -100.0% | +17.7% | -117.7% | -100.0% |
| All | -100.0% | +73.2% | -173.2% | -100.0% |
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