+274.2%
JBHT vs RJF
+439.7%
-165.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.5% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +0.6% | -1.3% | +1.8% | +1.0% |
| 3M | -3.2% | +18.9% | -22.1% | -10.9% |
| 6M | +17.0% | +15.0% | +1.9% | +8.9% |
| YTD | +41.7% | +12.2% | +29.4% | +32.8% |
| 1Y | +90.0% | +5.6% | +84.4% | +82.4% |
| 3Y | +47.0% | +74.9% | -27.9% | +10.9% |
| 5Y | +58.3% | +106.6% | -48.3% | +8.0% |
| All | +274.2% | +439.7% | -165.4% | +61.6% |
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