+34.2%
JBHT vs RJF
+4.1%
+30.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.3% |
| 7D | +0.4% | +3.4% | -3.0% | -0.3% |
| 30D | -2.0% | +5.9% | -7.9% | -3.3% |
| 3M | -16.3% | -4.6% | -11.7% | -15.7% |
| 6M | -8.2% | +9.5% | -17.7% | -10.4% |
| YTD | +16.3% | +6.0% | +10.3% | +11.7% |
| All | +34.2% | +4.1% | +30.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling