+293.1%
DGX vs JBHT
+192.0%
+101.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.9% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +12.4% | -2.0% | +14.4% | +12.8% |
| 3M | +9.3% | -16.3% | +25.6% | +12.9% |
| 6M | +39.7% | -8.2% | +47.9% | +40.9% |
| YTD | +52.2% | +16.3% | +35.8% | +45.1% |
| 1Y | +47.1% | +32.2% | +14.9% | +36.1% |
| 3Y | +108.8% | +34.4% | +74.4% | +87.1% |
| 5Y | +101.4% | +20.3% | +81.0% | +81.6% |
| 10Y | +293.1% | +185.2% | +107.8% | +158.6% |
| All | +293.1% | +192.0% | +101.0% | +158.6% |
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