+98.0%
DGX vs JBHT
+17.1%
+80.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.5% | -1.6% | +3.1% | +1.7% |
| 30D | +12.6% | -2.3% | +14.9% | +12.9% |
| 3M | +7.6% | -18.5% | +26.0% | +10.0% |
| 6M | +36.2% | -11.3% | +47.5% | +37.5% |
| YTD | +49.8% | +12.6% | +37.2% | +46.3% |
| 1Y | +47.3% | +29.8% | +17.5% | +41.0% |
| 3Y | +102.1% | +28.1% | +74.0% | +90.6% |
| All | +98.0% | +17.1% | +80.9% | +85.2% |
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 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