+101.8%
JBHT vs REPL
+29.3%
+72.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.7% | +28.8% | -27.1% | +1.0% |
| 30D | -1.2% | +57.3% | -58.5% | -2.5% |
| 3M | -17.1% | +73.6% | -90.7% | -18.6% |
| 6M | -4.4% | +582.8% | -587.2% | -12.2% |
| YTD | +17.5% | +112.9% | -95.4% | +10.1% |
| 1Y | +32.6% | +130.7% | -98.1% | +23.8% |
| 3Y | +33.0% | +45.7% | -12.7% | +13.2% |
| 5Y | +20.3% | -37.9% | +58.3% | +7.1% |
| All | +101.8% | +29.3% | +72.5% | +48.2% |
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