+13,580.8%
DHI vs JBHT
+5,389.8%
+8,191.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | +3.1% | +0.9% | +2.1% | +2.7% |
| 30D | +11.0% | -1.1% | +12.1% | +11.4% |
| 3M | +2.1% | -14.8% | +16.9% | +7.7% |
| 6M | +1.7% | -7.4% | +9.2% | +3.3% |
| YTD | +4.9% | +17.3% | -12.5% | -3.1% |
| 1Y | +4.8% | +35.3% | -30.5% | -8.3% |
| 3Y | +25.9% | +33.9% | -8.1% | +7.4% |
| 5Y | +66.0% | +22.5% | +43.4% | +44.9% |
| 10Y | +508.5% | +181.3% | +327.2% | +279.1% |
| All | +13,580.8% | +5,389.8% | +8,191.0% | +3,282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling