+59.9%
JBHT vs RGEN
-42.4%
+102.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +4.9% | -4.9% | +9.8% | +5.9% |
| 30D | +0.6% | +5.7% | -5.1% | -0.6% |
| 3M | -3.2% | +32.4% | -35.6% | -9.3% |
| 6M | +17.0% | +33.2% | -16.2% | +8.7% |
| YTD | +41.7% | +2.3% | +39.4% | +39.2% |
| 1Y | +90.0% | +39.0% | +51.0% | +74.2% |
| 3Y | +47.0% | -4.6% | +51.6% | +40.4% |
| All | +59.9% | -42.4% | +102.3% | +48.4% |
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