+29.8%
JBHT vs IRE
-98.3%
+128.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +39.6% | -40.2% | -1.3% |
| 7D | -1.6% | -27.2% | +25.6% | -1.4% |
| 30D | -2.3% | -75.1% | +72.8% | -0.7% |
| 3M | -18.5% | -77.9% | +59.4% | -17.1% |
| 6M | -11.3% | -94.6% | +83.3% | -8.0% |
| YTD | +12.6% | -91.5% | +104.1% | +14.0% |
| 1Y | +29.8% | -97.8% | +127.6% | +31.1% |
| All | +29.8% | -98.3% | +128.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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