+30.5%
JD vs JBHT
+192.4%
-161.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +13.4% | -1.6% | +15.0% | +13.9% |
| 30D | +7.7% | -2.3% | +10.0% | +8.4% |
| 3M | -11.3% | -18.5% | +7.2% | -6.0% |
| 6M | -5.1% | -11.3% | +6.1% | -3.3% |
| YTD | +5.0% | +12.6% | -7.5% | -2.8% |
| 1Y | -5.6% | +29.8% | -35.4% | -17.3% |
| 3Y | +17.8% | +28.1% | -10.3% | -0.5% |
| 5Y | -57.2% | +17.7% | -74.9% | -62.8% |
| All | +30.5% | +192.4% | -161.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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