+4,250.6%
JBHT vs RBA
+4,072.3%
+178.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | +1.7% | +12.7% | -11.0% | -1.5% |
| 30D | -1.2% | +15.5% | -16.7% | -4.9% |
| 3M | -17.1% | -14.0% | -3.1% | -14.3% |
| 6M | -4.4% | -8.8% | +4.4% | -2.8% |
| YTD | +17.5% | -6.9% | +24.4% | +18.6% |
| 1Y | +32.6% | -3.0% | +35.6% | +32.4% |
| 3Y | +33.0% | +44.2% | -11.2% | +18.0% |
| 5Y | +20.3% | +50.6% | -30.2% | +3.3% |
| 10Y | +209.1% | +232.8% | -23.7% | +107.8% |
| All | +4,250.6% | +4,072.3% | +178.3% | +1,493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling