+59.9%
JBHT vs RY
+140.8%
-80.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | +4.9% | +3.1% | +1.8% | +2.9% |
| 30D | +0.6% | -0.3% | +0.9% | +0.8% |
| 3M | -3.2% | +8.7% | -11.9% | -8.5% |
| 6M | +17.0% | +28.5% | -11.6% | -0.5% |
| YTD | +41.7% | +25.1% | +16.5% | +22.4% |
| 1Y | +90.0% | +46.3% | +43.7% | +48.5% |
| 3Y | +47.0% | +154.9% | -108.0% | -20.8% |
| All | +59.9% | +140.8% | -80.9% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling