+187.8%
JBHT vs RY
+360.6%
-172.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.0% |
| 30D | -2.3% | +5.9% | -8.1% | -5.8% |
| 3M | -18.5% | -4.3% | -14.2% | -16.2% |
| 6M | -11.3% | +12.1% | -23.4% | -17.9% |
| YTD | +12.6% | +20.3% | -7.7% | -0.6% |
| 1Y | +29.8% | +41.0% | -11.2% | +3.5% |
| 3Y | +28.1% | +157.5% | -129.5% | -31.9% |
| 5Y | +17.7% | +123.2% | -105.5% | -31.9% |
| All | +187.8% | +360.6% | -172.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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