+235.9%
DIA vs JBHT
+186.6%
+49.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | -2.9% | -14.8% | +11.9% | +1.4% |
| 6M | +5.9% | -7.4% | +13.3% | +7.0% |
| YTD | +9.8% | +17.3% | -7.5% | +1.8% |
| 1Y | +11.7% | +35.3% | -23.6% | -1.5% |
| 3Y | +59.5% | +33.9% | +25.6% | +36.0% |
| 5Y | +57.5% | +22.5% | +35.0% | +34.9% |
| 10Y | +235.9% | +181.3% | +54.6% | +95.6% |
| All | +235.9% | +186.6% | +49.3% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling