-99.9%
DFNS vs JBHT
+58.3%
-158.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +1.9% |
| 7D | -16.0% | +4.9% | -20.9% | -14.3% |
| 30D | -77.7% | +0.6% | -78.3% | -78.2% |
| 3M | -77.2% | -3.2% | -74.0% | -77.1% |
| 6M | -95.2% | +17.0% | -112.1% | -94.9% |
| YTD | -98.0% | +41.7% | -139.6% | -97.7% |
| 1Y | -98.3% | +90.0% | -188.2% | -97.8% |
| 3Y | -99.9% | +47.0% | -146.9% | -99.9% |
| All | -99.9% | +58.3% | -158.1% | -99.8% |
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