+21.4%
JBHT vs DVA
+73.1%
-51.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.3% |
| 7D | +0.5% | -4.8% | +5.2% | +1.1% |
| 30D | -0.1% | +0.9% | -1.0% | -0.4% |
| 3M | -14.0% | +2.9% | -16.9% | -14.7% |
| 6M | -5.1% | -7.8% | +2.7% | -4.7% |
| YTD | +18.0% | +61.5% | -43.5% | +7.3% |
| 1Y | +36.5% | +50.1% | -13.6% | +25.6% |
| 3Y | +34.8% | +121.1% | -86.3% | +16.8% |
| 5Y | +21.4% | +72.9% | -51.5% | +6.7% |
| All | +21.4% | +73.1% | -51.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling