+18.5%
JBHT vs RGEN
-36.7%
+55.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -2.5% |
| 7D | -1.4% | -10.7% | +9.3% | +0.8% |
| 30D | -3.1% | -3.6% | +0.6% | -2.6% |
| 3M | -19.5% | +6.2% | -25.8% | -21.0% |
| 6M | -9.6% | +34.1% | -43.7% | -16.2% |
| YTD | +13.3% | +2.8% | +10.5% | +10.7% |
| 1Y | +29.7% | +15.5% | +14.2% | +23.3% |
| 3Y | +28.3% | +12.1% | +16.3% | +18.4% |
| 5Y | +18.5% | -36.9% | +55.3% | +5.3% |
| All | +18.5% | -36.7% | +55.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling