+184.7%
JBHT vs DAR
+288.2%
-103.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +1.8% |
| 7D | +0.2% | -2.8% | +3.0% | +1.0% |
| 30D | -2.2% | -12.8% | +10.7% | +1.4% |
| 3M | -16.5% | -11.6% | -4.9% | -14.0% |
| 6M | -8.4% | -16.8% | +8.3% | -4.4% |
| YTD | +16.1% | +45.9% | -29.8% | +2.8% |
| 1Y | +31.9% | +61.5% | -29.5% | +13.3% |
| 3Y | +34.1% | +23.0% | +11.1% | +19.5% |
| 5Y | +20.1% | -35.8% | +55.9% | +25.4% |
| 10Y | +184.7% | +280.4% | -95.7% | +66.1% |
| All | +184.7% | +288.2% | -103.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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