+33.9%
JBHT vs RNG
+169.5%
-135.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.1% |
| 7D | +0.2% | -6.2% | +6.5% | +0.6% |
| 30D | -2.2% | -8.0% | +5.9% | -1.8% |
| 3M | -16.5% | +15.7% | -32.2% | -17.3% |
| 6M | -8.4% | +60.3% | -68.8% | -11.4% |
| YTD | +16.1% | +153.8% | -137.7% | +7.4% |
| All | +33.9% | +169.5% | -135.6% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling