+19.7%
JBHT vs DTE
+46.1%
-26.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.2% | +3.2% | +1.0% | +3.1% |
| 30D | -0.4% | +8.5% | -8.9% | -2.9% |
| 3M | -17.3% | +1.3% | -18.6% | -17.7% |
| 6M | -3.5% | -0.7% | -2.8% | -3.5% |
| YTD | +18.0% | +10.6% | +7.4% | +13.7% |
| 1Y | +35.5% | +2.6% | +32.9% | +33.8% |
| 3Y | +34.8% | +56.5% | -21.7% | +11.6% |
| 5Y | +19.7% | +46.7% | -27.0% | -3.4% |
| All | +19.7% | +46.1% | -26.3% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling