+119.9%
DG vs JBHT
+192.4%
-72.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | +9.5% | -2.3% | +11.8% | +10.1% |
| 3M | +5.5% | -18.5% | +23.9% | +9.7% |
| 6M | +16.1% | -11.3% | +27.4% | +18.4% |
| YTD | +2.7% | +12.6% | -9.9% | -0.8% |
| 1Y | +42.1% | +29.8% | +12.3% | +33.1% |
| 3Y | +19.3% | +28.1% | -8.8% | +9.2% |
| 5Y | -35.3% | +17.7% | -53.0% | -40.7% |
| All | +119.9% | +192.4% | -72.4% | +46.7% |
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 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