+41.1%
JBHT vs DVA
+42.3%
-1.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +7.0% | -8.8% | +15.8% | +8.0% |
| 30D | +0.5% | -3.4% | +3.9% | +0.6% |
| 3M | -17.4% | -2.6% | -14.8% | -17.5% |
| 6M | -1.7% | -11.9% | +10.2% | -1.1% |
| YTD | +20.7% | +53.6% | -32.9% | +7.9% |
| 1Y | +41.1% | +41.9% | -0.8% | +34.7% |
| All | +41.1% | +42.3% | -1.2% | +34.7% |
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