+178.0%
JBHT vs DTE
+151.0%
+26.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +0.5% | +1.6% | -1.1% | -0.1% |
| 30D | -0.1% | +9.1% | -9.2% | -3.4% |
| 3M | -14.0% | +2.4% | -16.5% | -14.9% |
| 6M | -5.1% | -0.2% | -4.8% | -5.3% |
| YTD | +18.0% | +11.0% | +7.0% | +12.7% |
| 1Y | +36.5% | +3.4% | +33.1% | +34.0% |
| 3Y | +34.8% | +57.1% | -22.3% | +9.7% |
| 5Y | +21.4% | +46.6% | -25.1% | +0.7% |
| 10Y | +178.0% | +151.3% | +26.7% | +111.2% |
| All | +178.0% | +151.0% | +26.9% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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