+2.7%
DHI vs JBHT
+39.4%
-36.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.1% |
| 7D | -4.1% | +7.0% | -11.1% | -6.5% |
| 30D | +9.3% | +0.5% | +8.8% | +9.0% |
| 3M | -2.6% | -17.4% | +14.8% | +3.9% |
| 6M | +4.1% | -1.7% | +5.8% | 0.0% |
| YTD | +2.3% | +20.7% | -18.4% | -17.1% |
| 1Y | +2.7% | +41.1% | -38.3% | -28.7% |
| All | +2.7% | +39.4% | -36.6% | -28.7% |
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