+18.5%
JBHT vs REPL
-40.1%
+58.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.3% | -3.5% |
| 7D | -1.4% | +15.1% | -16.5% | -1.6% |
| 30D | -3.1% | +51.1% | -54.2% | -3.6% |
| 3M | -19.5% | +69.2% | -88.8% | -20.2% |
| 6M | -9.6% | +597.6% | -607.1% | -12.9% |
| YTD | +13.3% | +106.0% | -92.7% | +10.2% |
| 1Y | +29.7% | +133.3% | -103.7% | +25.8% |
| 3Y | +28.3% | +41.0% | -12.7% | +18.0% |
| 5Y | +18.5% | -40.1% | +58.6% | +11.9% |
| All | +18.5% | -40.1% | +58.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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