+185.2%
JBHT vs RJF
+371.5%
-186.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.7% |
| 7D | +0.4% | +3.4% | -3.0% | -1.1% |
| 30D | -2.0% | +5.9% | -7.9% | -4.5% |
| 3M | -16.3% | -4.6% | -11.7% | -14.6% |
| 6M | -8.2% | +9.5% | -17.7% | -12.6% |
| YTD | +16.3% | +6.0% | +10.3% | +11.8% |
| 1Y | +32.2% | +4.3% | +27.9% | +27.9% |
| 3Y | +34.4% | +76.6% | -42.2% | +0.9% |
| 5Y | +20.3% | +80.6% | -60.2% | -12.9% |
| 10Y | +185.2% | +346.5% | -161.2% | +29.7% |
| All | +185.2% | +371.5% | -186.2% | +29.7% |
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