+8.5%
DT vs JBHT
+47.5%
-39.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | -3.3% | +4.9% | -8.2% | -4.2% |
| 30D | +2.0% | +0.6% | +1.5% | +1.8% |
| 3M | +20.0% | -3.2% | +23.2% | +20.4% |
| 6M | +39.3% | +17.0% | +22.3% | +33.7% |
| YTD | +19.8% | +41.7% | -21.9% | +9.1% |
| 1Y | +4.3% | +90.0% | -85.7% | -12.7% |
| All | +8.5% | +47.5% | -39.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling