-6.9%
DT vs JBHT
+33.2%
-40.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -7.5% | +0.9% | -8.5% | -7.5% |
| 30D | -31.5% | -1.1% | -30.4% | -31.5% |
| 3M | -14.0% | -14.8% | +0.8% | -14.2% |
| 6M | +6.9% | -7.4% | +14.3% | +6.7% |
| YTD | +0.3% | +17.3% | -17.0% | -2.7% |
| 1Y | -6.9% | +35.3% | -42.2% | -14.2% |
| All | -6.9% | +33.2% | -40.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling