+239.9%
JBHT vs RNG
+320.0%
-80.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.3% |
| 7D | -1.6% | -11.5% | +9.9% | -0.1% |
| 30D | -2.3% | -5.8% | +3.6% | -1.7% |
| 3M | -18.5% | +16.6% | -35.0% | -20.4% |
| 6M | -11.3% | +58.2% | -69.5% | -17.5% |
| YTD | +12.6% | +150.9% | -138.3% | -3.2% |
| 1Y | +29.8% | +168.6% | -138.8% | +10.5% |
| 3Y | +28.1% | +156.5% | -128.4% | +7.3% |
| 5Y | +17.7% | -69.0% | +86.7% | +17.6% |
| 10Y | +196.1% | +261.4% | -65.2% | +106.1% |
| All | +239.9% | +320.0% | -80.1% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling