+16.8%
JBHT vs RJF
+73.7%
-56.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.1% |
| 7D | -1.6% | +3.6% | -5.2% | -3.1% |
| 30D | -2.3% | +3.5% | -5.8% | -3.8% |
| 3M | -18.5% | -8.9% | -9.6% | -15.3% |
| 6M | -11.3% | +2.9% | -14.1% | -13.0% |
| YTD | +12.6% | +2.8% | +9.7% | +9.6% |
| 1Y | +29.8% | +2.7% | +27.1% | +26.4% |
| 3Y | +28.1% | +69.3% | -41.2% | -1.6% |
| All | +16.8% | +73.7% | -56.9% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling