+90.7%
DGX vs JBHT
+21.4%
+69.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.9% | +4.2% | -2.2% | +1.4% |
| 30D | +12.7% | -0.4% | +13.1% | +12.7% |
| 3M | +9.6% | -17.3% | +26.9% | +11.9% |
| 6M | +37.6% | -3.5% | +41.1% | +37.4% |
| YTD | +52.1% | +18.0% | +34.1% | +47.8% |
| 1Y | +41.3% | +35.5% | +5.8% | +34.6% |
| 3Y | +106.9% | +34.8% | +72.1% | +94.0% |
| 5Y | +90.7% | +19.7% | +70.9% | +77.9% |
| All | +90.7% | +21.4% | +69.2% | +77.9% |
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