+178.0%
JBHT vs RNG
+248.5%
-70.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +0.5% | -3.5% | +4.0% | +0.9% |
| 30D | -0.1% | -3.8% | +3.7% | +0.2% |
| 3M | -14.0% | +18.6% | -32.6% | -16.3% |
| 6M | -5.1% | +69.2% | -74.3% | -12.8% |
| YTD | +18.0% | +161.9% | -143.8% | +0.2% |
| 1Y | +36.5% | +176.2% | -139.7% | +15.0% |
| 3Y | +34.8% | +174.5% | -139.7% | +11.0% |
| 5Y | +21.4% | -71.9% | +93.4% | +22.1% |
| 10Y | +178.0% | +235.4% | -57.4% | +70.8% |
| All | +178.0% | +248.5% | -70.6% | +70.8% |
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