+35.5%
JBHT vs IRE
-97.0%
+132.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.2% | +24.3% | +1.4% |
| 7D | +1.7% | -46.8% | +48.5% | +2.4% |
| 30D | -1.2% | -75.5% | +74.3% | +0.4% |
| 3M | -17.1% | -79.4% | +62.3% | -15.8% |
| 6M | -4.4% | -91.3% | +86.9% | -1.9% |
| YTD | +17.5% | -90.8% | +108.3% | +19.4% |
| 1Y | +32.6% | -97.7% | +130.3% | +34.4% |
| All | +35.5% | -97.0% | +132.5% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling