+64.5%
DHI vs JBHT
+59.9%
+4.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -2.4% |
| 7D | -3.1% | +4.9% | -8.0% | -5.2% |
| 30D | -5.5% | +0.6% | -6.0% | -6.0% |
| 3M | -2.2% | -3.2% | +1.0% | -1.4% |
| 6M | -6.0% | +17.0% | -22.9% | -13.3% |
| YTD | 0.0% | +41.7% | -41.7% | -15.5% |
| 1Y | -18.2% | +90.0% | -108.2% | -40.2% |
| 3Y | +22.5% | +47.0% | -24.4% | -1.1% |
| All | +64.5% | +59.9% | +4.7% | +24.8% |
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