+11,207.6%
JBHT vs DOC
+2,974.4%
+8,233.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.4% |
| 7D | +4.9% | -1.5% | +6.4% | +5.4% |
| 30D | +0.6% | -4.8% | +5.3% | +2.2% |
| 3M | -3.2% | +6.9% | -10.1% | -5.5% |
| 6M | +17.0% | +20.7% | -3.8% | +8.6% |
| YTD | +41.7% | +34.1% | +7.5% | +26.5% |
| 1Y | +90.0% | +22.6% | +67.3% | +74.5% |
| 3Y | +47.0% | +20.8% | +26.2% | +34.1% |
| 5Y | +58.3% | -24.9% | +83.2% | +68.7% |
| 10Y | +273.9% | -1.8% | +275.7% | +240.6% |
| All | +11,207.6% | +2,974.4% | +8,233.2% | +4,902.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 all: compounded portfolio wealth divided by compounded DOC 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…
all analysis · Full analysis span regression · 6 months rolling