+40.7%
DGX vs JBHT
+39.4%
+1.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | +1.6% | +7.0% | -5.5% | +1.1% |
| 30D | +11.2% | +0.5% | +10.7% | +11.1% |
| 3M | +10.4% | -17.4% | +27.7% | +11.6% |
| 6M | +37.1% | -1.7% | +38.8% | +36.7% |
| YTD | +52.1% | +20.7% | +31.4% | +51.7% |
| 1Y | +40.7% | +41.1% | -0.4% | +40.1% |
| All | +40.7% | +39.4% | +1.3% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling