+7,364.8%
JBHT vs RL
+1,625.1%
+5,739.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -0.3% |
| 7D | +1.7% | +5.8% | -4.1% | -0.1% |
| 30D | -1.2% | +12.7% | -13.9% | -4.9% |
| 3M | -17.1% | +9.3% | -26.5% | -19.7% |
| 6M | -4.4% | +16.9% | -21.3% | -10.1% |
| YTD | +17.5% | +17.5% | 0.0% | +10.0% |
| 1Y | +32.6% | +34.6% | -2.0% | +18.8% |
| 3Y | +33.0% | +273.2% | -240.2% | -15.6% |
| 5Y | +20.3% | +265.2% | -244.9% | -24.8% |
| 10Y | +209.1% | +406.7% | -197.6% | +59.6% |
| All | +7,364.8% | +1,625.1% | +5,739.7% | +2,227.6% |
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