+34.2%
JBHT vs DVA
+52.7%
-18.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -2.0% | +3.5% | -5.5% | -2.5% |
| 3M | -16.3% | +1.0% | -17.3% | -16.6% |
| 6M | -8.2% | -6.6% | -1.6% | -8.2% |
| YTD | +16.3% | +63.3% | -47.0% | +3.0% |
| All | +34.2% | +52.7% | -18.5% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling