+87.8%
DT vs JBHT
+143.6%
-55.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.0% |
| 7D | +3.1% | +7.0% | -3.9% | +0.7% |
| 30D | -29.5% | +0.5% | -30.0% | -29.7% |
| 3M | -11.7% | -17.4% | +5.6% | -6.5% |
| 6M | +29.0% | -1.7% | +30.7% | +27.7% |
| YTD | +3.4% | +20.7% | -17.4% | -6.8% |
| 1Y | -4.2% | +41.1% | -45.3% | -18.9% |
| 3Y | -12.8% | +38.0% | -50.8% | -28.5% |
| 5Y | -39.6% | +22.5% | -62.0% | -49.0% |
| All | +87.8% | +143.6% | -55.7% | -11.0% |
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