+112.0%
DG vs JBHT
+272.5%
-160.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.9% |
| 7D | +8.4% | +4.9% | +3.5% | +7.2% |
| 30D | +4.9% | +0.6% | +4.4% | +4.6% |
| 3M | +29.3% | -3.2% | +32.5% | +29.9% |
| 6M | -11.3% | +17.0% | -28.2% | -14.6% |
| YTD | +1.8% | +41.7% | -39.9% | -6.2% |
| 1Y | +25.3% | +90.0% | -64.6% | +7.6% |
| 3Y | +9.1% | +47.0% | -37.9% | -2.4% |
| 5Y | -34.9% | +58.3% | -93.2% | -44.3% |
| All | +112.0% | +272.5% | -160.5% | +28.7% |
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