+35.3%
JBHT vs DTE
+4.8%
+30.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.9% | +3.5% | -2.6% | +0.2% |
| 30D | -1.1% | +9.5% | -10.6% | -2.7% |
| 3M | -14.8% | +2.5% | -17.4% | -15.4% |
| 6M | -7.4% | +0.6% | -8.0% | -7.5% |
| YTD | +17.3% | +10.5% | +6.8% | +18.8% |
| 1Y | +35.3% | +3.3% | +32.0% | +35.5% |
| All | +35.3% | +4.8% | +30.6% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling