+22.4%
DHR vs JBHT
+31.9%
-9.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.3% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +7.0% | -2.0% | +8.9% | +7.4% |
| 3M | +15.0% | -16.3% | +31.3% | +19.7% |
| 6M | +37.9% | -8.2% | +46.1% | +38.9% |
| YTD | +3.3% | +16.3% | -13.0% | -3.7% |
| 1Y | +12.8% | +32.2% | -19.4% | +1.0% |
| 3Y | +22.4% | +34.4% | -12.0% | -0.5% |
| All | +22.4% | +31.9% | -9.5% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling