+30.7%
JBHT vs IRE
-98.0%
+128.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -33.9% | +30.4% | -3.0% |
| 7D | -1.4% | -57.1% | +55.8% | -0.4% |
| 30D | -3.1% | -84.4% | +81.4% | -0.9% |
| 3M | -19.5% | -85.0% | +65.4% | -17.8% |
| 6M | -9.6% | -95.2% | +85.7% | -6.5% |
| YTD | +13.3% | -93.9% | +107.2% | +15.7% |
| 1Y | +29.7% | -98.8% | +128.5% | +32.4% |
| All | +30.7% | -98.0% | +128.7% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling