+8,958.6%
JBHT vs RY
+11,602.4%
-2,643.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -2.0% | -0.5% |
| 7D | +1.7% | +2.5% | -0.7% | +0.4% |
| 30D | -1.2% | +8.4% | -9.6% | -5.2% |
| 3M | -17.1% | +1.2% | -18.4% | -17.7% |
| 6M | -4.4% | +19.4% | -23.8% | -12.9% |
| YTD | +17.5% | +25.4% | -7.9% | +4.4% |
| 1Y | +32.6% | +46.7% | -14.1% | +8.8% |
| 3Y | +33.0% | +168.6% | -135.6% | -20.2% |
| 5Y | +20.3% | +132.3% | -111.9% | -22.6% |
| 10Y | +209.1% | +385.7% | -176.6% | +37.4% |
| All | +8,958.6% | +11,602.4% | -2,643.9% | +1,291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling