-11.6%
DHR vs JBHT
+17.1%
-28.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.9% | -1.6% | +0.7% | -0.3% |
| 30D | +5.4% | -2.3% | +7.7% | +6.1% |
| 3M | +15.3% | -18.5% | +33.8% | +22.2% |
| 6M | +32.1% | -11.3% | +43.4% | +34.9% |
| YTD | +1.2% | +12.6% | -11.4% | -5.8% |
| 1Y | +10.1% | +29.8% | -19.7% | -2.7% |
| 3Y | +19.9% | +28.1% | -8.2% | +2.5% |
| All | -11.6% | +17.1% | -28.7% | -24.2% |
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