-21.0%
DHI vs JBHT
+89.0%
-109.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.0% |
| 7D | -2.3% | +2.9% | -5.3% | -3.1% |
| 30D | -5.3% | +0.6% | -5.9% | -5.6% |
| 3M | -7.8% | -6.6% | -1.2% | -6.4% |
| 6M | -5.4% | +23.6% | -29.0% | -11.1% |
| YTD | -2.7% | +38.6% | -41.2% | -10.3% |
| 1Y | -21.0% | +91.5% | -112.4% | -28.7% |
| All | -21.0% | +89.0% | -109.9% | -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