-10.6%
DHR vs JBHT
+22.9%
-33.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +6.4% | -0.1% | +6.5% | +6.3% |
| 3M | +13.6% | -14.0% | +27.7% | +18.4% |
| 6M | +41.9% | -5.1% | +46.9% | +41.7% |
| YTD | +3.4% | +18.0% | -14.6% | -5.1% |
| 1Y | +9.9% | +36.5% | -26.7% | -4.5% |
| 3Y | +21.6% | +34.8% | -13.2% | +2.2% |
| 5Y | -10.6% | +21.4% | -32.0% | -24.7% |
| All | -10.6% | +22.9% | -33.5% | -24.7% |
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 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