+181.3%
JBHT vs RGEN
+457.6%
-276.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.4% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | -1.1% | +0.1% | -1.2% | -1.3% |
| 3M | -14.8% | +6.6% | -21.4% | -16.2% |
| 6M | -7.4% | +40.9% | -48.4% | -14.4% |
| YTD | +17.3% | +6.2% | +11.1% | +14.1% |
| 1Y | +35.3% | +19.4% | +15.9% | +28.5% |
| 3Y | +33.9% | +17.9% | +16.0% | +23.6% |
| 5Y | +22.5% | -34.0% | +56.5% | +19.1% |
| 10Y | +181.3% | +453.9% | -272.6% | +92.3% |
| All | +181.3% | +457.6% | -276.3% | +92.3% |
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