+9,278.3%
JBHT vs RRC
+1,519.2%
+7,759.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.4% |
| 7D | +1.7% | -6.8% | +8.5% | +2.3% |
| 30D | -1.2% | +34.7% | -35.9% | -4.0% |
| 3M | -17.1% | +31.5% | -48.7% | -19.3% |
| 6M | -4.4% | +21.8% | -26.2% | -6.4% |
| YTD | +17.5% | +48.9% | -31.4% | +12.8% |
| 1Y | +32.6% | +42.1% | -9.5% | +27.7% |
| 3Y | +33.0% | +44.1% | -11.1% | +26.9% |
| 5Y | +20.3% | +137.8% | -117.4% | +7.7% |
| 10Y | +209.1% | +74.1% | +135.0% | +159.0% |
| All | +9,278.3% | +1,519.2% | +7,759.1% | +6,862.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling