+181.3%
JBHT vs RJF
+343.7%
-162.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.9% | +4.0% | -3.1% | -0.8% |
| 30D | -1.1% | +6.1% | -7.2% | -3.7% |
| 3M | -14.8% | -5.8% | -9.0% | -12.6% |
| 6M | -7.4% | +9.7% | -17.1% | -11.9% |
| YTD | +17.3% | +6.2% | +11.2% | +12.6% |
| 1Y | +35.3% | +5.3% | +30.0% | +30.3% |
| 3Y | +33.9% | +74.4% | -40.5% | +1.2% |
| 5Y | +22.5% | +81.6% | -59.0% | -11.5% |
| 10Y | +181.3% | +333.6% | -152.2% | +29.3% |
| All | +181.3% | +343.7% | -162.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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