+90.0%
JBHT vs RBA
-26.5%
+116.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +4.9% | -2.9% | +7.8% | +5.4% |
| 30D | +0.6% | -12.3% | +12.9% | +3.0% |
| 3M | -3.2% | -20.5% | +17.3% | +0.4% |
| 6M | +17.0% | -18.5% | +35.5% | +20.4% |
| YTD | +41.7% | -18.2% | +59.9% | +50.6% |
| 1Y | +90.0% | -27.5% | +117.5% | +94.6% |
| All | +90.0% | -26.5% | +116.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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