+180.0%
JBHT vs RNG
+234.5%
-54.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.4% |
| 7D | +7.0% | +4.6% | +2.4% | +6.4% |
| 30D | +0.5% | +0.4% | +0.1% | +0.3% |
| 3M | -17.4% | +11.4% | -28.8% | -18.8% |
| 6M | -1.7% | +95.7% | -97.4% | -11.4% |
| YTD | +20.7% | +162.9% | -142.2% | +2.4% |
| 1Y | +41.1% | +180.3% | -139.2% | +18.6% |
| 3Y | +38.0% | +188.3% | -150.4% | +12.9% |
| 5Y | +22.5% | -72.5% | +95.0% | +23.4% |
| All | +180.0% | +234.5% | -54.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling