-99.9%
DFNS vs JBHT
+47.5%
-147.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +2.6% |
| 7D | -16.0% | +4.9% | -20.9% | -13.4% |
| 30D | -77.7% | +0.6% | -78.3% | -78.6% |
| 3M | -77.2% | -3.2% | -74.0% | -77.2% |
| 6M | -95.2% | +17.0% | -112.1% | -94.7% |
| YTD | -98.0% | +41.7% | -139.6% | -97.5% |
| 1Y | -98.3% | +90.0% | -188.2% | -97.4% |
| All | -99.9% | +47.5% | -147.4% | -99.9% |
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