+16.8%
JBHT vs REPL
-35.6%
+52.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.6% | -0.8% |
| 7D | -1.6% | +22.8% | -24.4% | -1.9% |
| 30D | -2.3% | +63.8% | -66.1% | -2.9% |
| 3M | -18.5% | +68.1% | -86.6% | -19.1% |
| 6M | -11.3% | +528.5% | -539.8% | -14.4% |
| YTD | +12.6% | +122.4% | -109.9% | +9.4% |
| 1Y | +29.8% | +154.4% | -124.6% | +25.8% |
| 3Y | +28.1% | +68.0% | -39.9% | +16.7% |
| All | +16.8% | -35.6% | +52.4% | +9.1% |
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