+11,207.6%
JBHT vs RJF
+49,848.3%
-38,640.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.4% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +0.6% | -1.3% | +1.8% | +0.9% |
| 3M | -3.2% | +18.9% | -22.1% | -9.3% |
| 6M | +17.0% | +15.0% | +1.9% | +10.7% |
| YTD | +41.7% | +12.2% | +29.4% | +34.8% |
| 1Y | +90.0% | +5.6% | +84.4% | +84.2% |
| 3Y | +47.0% | +74.9% | -27.9% | +18.8% |
| 5Y | +58.3% | +106.6% | -48.3% | +19.0% |
| 10Y | +273.9% | +433.1% | -159.1% | +96.1% |
| All | +11,207.6% | +49,848.3% | -38,640.7% | +1,386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling