+189.7%
JBHT vs RY
+366.5%
-176.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -1.7% |
| 7D | -1.4% | -1.1% | -0.3% | -0.7% |
| 30D | -3.1% | +4.4% | -7.5% | -5.8% |
| 3M | -19.5% | -2.9% | -16.6% | -18.0% |
| 6M | -9.6% | +15.6% | -25.1% | -18.0% |
| YTD | +13.3% | +21.8% | -8.5% | -0.7% |
| 1Y | +29.7% | +42.6% | -12.9% | +2.7% |
| 3Y | +28.3% | +160.9% | -132.6% | -32.4% |
| 5Y | +18.5% | +126.1% | -107.6% | -32.0% |
| All | +189.7% | +366.5% | -176.9% | +18.7% |
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