+630.3%
DG vs JBHT
+736.8%
-106.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.3% |
| 7D | +12.3% | +1.7% | +10.6% | +11.8% |
| 30D | +19.3% | -1.2% | +20.5% | +19.6% |
| 3M | +11.9% | -17.1% | +29.0% | +16.4% |
| 6M | +25.0% | -4.4% | +29.4% | +25.4% |
| YTD | +8.7% | +17.5% | -8.8% | +3.5% |
| 1Y | +44.7% | +32.6% | +12.1% | +33.7% |
| 3Y | +26.6% | +33.0% | -6.4% | +13.5% |
| 5Y | -31.7% | +20.3% | -52.0% | -38.4% |
| 10Y | +137.1% | +209.1% | -72.0% | +52.0% |
| All | +630.3% | +736.8% | -106.5% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling