-33.3%
DG vs JBHT
+15.0%
-48.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.0% |
| 7D | +6.1% | -1.4% | +7.5% | +6.3% |
| 30D | +11.9% | -3.1% | +15.0% | +12.5% |
| 3M | +9.3% | -19.5% | +28.8% | +12.5% |
| 6M | +19.1% | -9.6% | +28.7% | +20.5% |
| YTD | +5.9% | +13.3% | -7.4% | +3.8% |
| 1Y | +39.8% | +29.7% | +10.1% | +34.6% |
| 3Y | +23.4% | +28.3% | -4.9% | +17.7% |
| 5Y | -33.3% | +18.5% | -51.8% | -37.2% |
| All | -33.3% | +15.0% | -48.3% | -37.2% |
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