+173.8%
JBHT vs RGEN
+411.3%
-237.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.7% |
| 7D | +4.2% | -1.2% | +5.3% | +4.4% |
| 30D | -0.4% | -5.1% | +4.7% | +0.4% |
| 3M | -17.3% | +0.5% | -17.8% | -17.8% |
| 6M | -3.5% | +46.6% | -50.1% | -11.4% |
| YTD | +18.0% | +1.6% | +16.4% | +15.7% |
| 1Y | +35.5% | +5.4% | +30.1% | +31.8% |
| 3Y | +34.8% | +12.8% | +21.9% | +25.3% |
| 5Y | +19.7% | -35.6% | +55.3% | +17.0% |
| All | +173.8% | +411.3% | -237.5% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling