+187.8%
JBHT vs RRC
+59.4%
+128.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.3% |
| 7D | -1.6% | -10.8% | +9.2% | -0.3% |
| 30D | -2.3% | +22.3% | -24.6% | -4.7% |
| 3M | -18.5% | +26.6% | -45.1% | -20.8% |
| 6M | -11.3% | +18.9% | -30.2% | -13.3% |
| YTD | +12.6% | +39.2% | -26.6% | +7.7% |
| 1Y | +29.8% | +34.0% | -4.2% | +24.5% |
| 3Y | +28.1% | +42.0% | -13.9% | +20.7% |
| 5Y | +17.7% | +111.9% | -94.2% | +3.5% |
| All | +187.8% | +59.4% | +128.4% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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