+273.3%
JBHT vs RBA
+187.5%
+85.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +4.9% | -2.9% | +7.8% | +5.7% |
| 30D | +0.6% | -12.3% | +12.9% | +4.1% |
| 3M | -3.2% | -20.5% | +17.3% | +2.4% |
| 6M | +17.0% | -18.5% | +35.5% | +22.7% |
| YTD | +41.7% | -18.2% | +59.9% | +48.3% |
| 1Y | +90.0% | -27.5% | +117.5% | +105.1% |
| 3Y | +47.0% | +38.1% | +8.9% | +30.5% |
| 5Y | +58.3% | +44.8% | +13.5% | +35.3% |
| All | +273.3% | +187.5% | +85.7% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling