-27.3%
DHR vs JBHT
+58.3%
-85.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.5% |
| 7D | -3.9% | +4.9% | -8.8% | -5.4% |
| 30D | +4.0% | +0.6% | +3.4% | +3.6% |
| 3M | +11.5% | -3.2% | +14.7% | +12.0% |
| 6M | +1.9% | +17.0% | -15.1% | -4.6% |
| YTD | -8.9% | +41.7% | -50.6% | -20.6% |
| 1Y | +5.1% | +90.0% | -84.9% | -18.4% |
| 3Y | -10.3% | +47.0% | -57.3% | -25.4% |
| All | -27.3% | +58.3% | -85.5% | -42.7% |
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