+18.5%
JBHT vs RL
+232.3%
-213.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.8% | -0.9% |
| 7D | -1.4% | -4.7% | +3.3% | +0.3% |
| 30D | -3.1% | +3.6% | -6.6% | -4.4% |
| 3M | -19.5% | +0.5% | -20.1% | -20.1% |
| 6M | -9.6% | +6.6% | -16.2% | -12.9% |
| YTD | +13.3% | +8.8% | +4.5% | +7.8% |
| 1Y | +29.7% | +21.8% | +7.9% | +17.8% |
| 3Y | +28.3% | +245.8% | -217.5% | -25.0% |
| 5Y | +18.5% | +230.0% | -211.5% | -33.4% |
| All | +18.5% | +232.3% | -213.8% | -33.4% |
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