+173.8%
JBHT vs DVA
+192.4%
-18.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +1.1% |
| 7D | +4.2% | -10.7% | +14.8% | +6.5% |
| 30D | -0.4% | -4.4% | +4.0% | +0.2% |
| 3M | -17.3% | -4.1% | -13.2% | -17.1% |
| 6M | -3.5% | -13.2% | +9.7% | -1.8% |
| YTD | +18.0% | +53.2% | -35.2% | +4.4% |
| 1Y | +35.5% | +40.8% | -5.3% | +22.2% |
| 3Y | +34.8% | +109.7% | -75.0% | +8.5% |
| 5Y | +19.7% | +64.5% | -44.8% | -1.8% |
| All | +173.8% | +192.4% | -18.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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