+18.5%
JBHT vs RACE
+65.1%
-46.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.2% | -2.9% |
| 7D | -1.4% | +5.7% | -7.0% | -3.0% |
| 30D | -3.1% | +9.3% | -12.4% | -5.6% |
| 3M | -19.5% | +3.8% | -23.4% | -20.5% |
| 6M | -9.6% | +29.8% | -39.4% | -17.1% |
| YTD | +13.3% | +15.6% | -2.3% | +7.2% |
| 1Y | +29.7% | +5.1% | +24.6% | +26.4% |
| 3Y | +28.3% | +30.8% | -2.5% | +8.7% |
| 5Y | +18.5% | +67.4% | -48.9% | -16.1% |
| All | +18.5% | +65.1% | -46.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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