+50.6%
JBHT vs RBA
+36.9%
+13.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.0% |
| 3M | -3.2% | -20.5% | +17.3% | +2.0% |
| 6M | +17.0% | -18.5% | +35.5% | +22.2% |
| YTD | +41.7% | -18.2% | +59.9% | +47.8% |
| 1Y | +90.0% | -27.5% | +117.5% | +105.0% |
| All | +50.6% | +36.9% | +13.7% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling