+59.9%
JBHT vs RL
+238.1%
-178.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.1% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | +0.6% | -7.8% | +8.3% | +3.3% |
| 3M | -3.2% | -4.0% | +0.8% | -2.4% |
| 6M | +17.0% | -1.9% | +18.8% | +16.1% |
| YTD | +41.7% | -0.2% | +41.8% | +39.4% |
| 1Y | +90.0% | +10.7% | +79.3% | +79.4% |
| 3Y | +47.0% | +210.8% | -163.8% | -8.7% |
| All | +59.9% | +238.1% | -178.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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