+277.3%
DGX vs JBHT
+192.4%
+85.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | +12.6% | -2.3% | +14.9% | +13.1% |
| 3M | +7.6% | -18.5% | +26.0% | +11.6% |
| 6M | +36.2% | -11.3% | +47.5% | +38.3% |
| YTD | +49.8% | +12.6% | +37.2% | +43.8% |
| 1Y | +47.3% | +29.8% | +17.5% | +36.7% |
| 3Y | +102.1% | +28.1% | +74.0% | +83.2% |
| 5Y | +100.3% | +17.7% | +82.6% | +81.4% |
| All | +277.3% | +192.4% | +85.0% | +152.6% |
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