+143.4%
JBHT vs REPL
-6.0%
+149.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | +4.9% | -3.0% | +7.8% | +5.0% |
| 30D | +0.6% | +27.1% | -26.6% | -0.2% |
| 3M | -3.2% | +52.4% | -55.6% | -5.7% |
| 6M | +17.0% | +107.4% | -90.5% | +9.7% |
| YTD | +41.7% | +54.7% | -13.1% | +34.1% |
| 1Y | +90.0% | +158.9% | -68.9% | +72.6% |
| 3Y | +47.0% | -23.7% | +70.7% | +29.8% |
| 5Y | +58.3% | -54.3% | +112.7% | +42.0% |
| All | +143.4% | -6.0% | +149.4% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling