-42.7%
DT vs JBHT
+15.0%
-57.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.6% | -3.0% | -5.6% |
| 7D | -28.3% | -1.4% | -27.0% | -28.0% |
| 30D | -28.4% | -3.1% | -25.3% | -27.8% |
| 3M | -14.1% | -19.5% | +5.5% | -9.1% |
| 6M | +13.2% | -9.6% | +22.7% | +14.8% |
| YTD | +0.8% | +13.3% | -12.5% | -6.5% |
| 1Y | -7.8% | +29.7% | -37.5% | -18.7% |
| 3Y | -8.3% | +28.3% | -36.6% | -21.7% |
| 5Y | -42.7% | +18.5% | -61.2% | -52.6% |
| All | -42.7% | +15.0% | -57.7% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling