+82.1%
DT vs JBHT
+127.1%
-45.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -24.7% | -1.6% | -23.1% | -24.3% |
| 30D | -27.4% | -2.3% | -25.1% | -26.8% |
| 3M | -11.1% | -18.5% | +7.3% | -5.5% |
| 6M | +13.7% | -11.3% | +25.0% | +16.6% |
| YTD | +0.2% | +12.6% | -12.3% | -7.4% |
| 1Y | -5.7% | +29.8% | -35.4% | -17.8% |
| 3Y | -8.1% | +28.1% | -36.2% | -22.6% |
| 5Y | -43.1% | +17.7% | -60.8% | -51.4% |
| All | +82.1% | +127.1% | -45.0% | -11.6% |
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