+7,099.5%
JBHT vs RL
+1,498.4%
+5,601.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.8% | -1.2% |
| 7D | -1.4% | -4.7% | +3.3% | 0.0% |
| 30D | -3.1% | +3.6% | -6.6% | -4.2% |
| 3M | -19.5% | +0.5% | -20.1% | -20.0% |
| 6M | -9.6% | +6.6% | -16.2% | -12.5% |
| YTD | +13.3% | +8.8% | +4.5% | +8.7% |
| 1Y | +29.7% | +21.8% | +7.9% | +19.9% |
| 3Y | +28.3% | +245.8% | -217.5% | -16.6% |
| 5Y | +18.5% | +230.0% | -211.5% | -23.6% |
| 10Y | +198.1% | +369.4% | -171.3% | +57.6% |
| All | +7,099.5% | +1,498.4% | +5,601.1% | +2,198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling