+33.9%
JBHT vs DTE
+4.3%
+29.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.6% |
| 7D | +0.2% | +1.8% | -1.6% | -0.2% |
| 30D | -2.2% | +9.0% | -11.2% | -3.7% |
| 3M | -16.5% | -0.2% | -16.3% | -16.7% |
| 6M | -8.4% | +0.1% | -8.5% | -8.4% |
| YTD | +16.1% | +10.0% | +6.1% | +17.7% |
| All | +33.9% | +4.3% | +29.6% | +34.2% |
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 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