+187.8%
JBHT vs RNG
+256.7%
-68.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -1.6% | -11.3% | +9.7% | 0.0% |
| 30D | -2.3% | -5.7% | +3.4% | -1.7% |
| 3M | -18.5% | +16.8% | -35.2% | -20.5% |
| 6M | -11.3% | +58.5% | -69.7% | -17.8% |
| YTD | +12.6% | +151.3% | -138.7% | -4.0% |
| 1Y | +29.8% | +169.0% | -139.3% | +9.6% |
| 3Y | +28.1% | +156.9% | -128.8% | +6.3% |
| 5Y | +17.7% | -69.0% | +86.7% | +17.0% |
| All | +187.8% | +256.7% | -68.9% | +70.6% |
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