+20.7%
JBHT vs RNG
-74.6%
+95.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | +0.9% | -6.0% | +6.9% | +1.9% |
| 30D | -1.1% | -7.4% | +6.2% | -0.2% |
| 3M | -14.8% | +14.6% | -29.4% | -16.9% |
| 6M | -7.4% | +61.5% | -69.0% | -15.2% |
| YTD | +17.3% | +155.7% | -138.4% | -2.4% |
| 1Y | +35.3% | +172.5% | -137.1% | +11.3% |
| 3Y | +33.9% | +168.0% | -134.1% | +7.2% |
| All | +20.7% | -74.6% | +95.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling