+7,389.3%
JBHT vs DVA
+5,406.5%
+1,982.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -2.3% | +8.2% | -10.5% | -3.6% |
| 3M | -18.5% | +5.9% | -24.4% | -19.4% |
| 6M | -11.3% | -1.3% | -10.0% | -11.7% |
| YTD | +12.6% | +68.4% | -55.9% | +2.4% |
| 1Y | +29.8% | +57.5% | -27.7% | +19.2% |
| 3Y | +28.1% | +142.3% | -114.2% | +9.0% |
| 5Y | +17.7% | +75.0% | -57.3% | +2.8% |
| 10Y | +196.1% | +226.4% | -30.2% | +131.6% |
| All | +7,389.3% | +5,406.5% | +1,982.8% | +4,739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling