-57.9%
JD vs JBHT
+15.0%
-72.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.8% | +4.4% |
| 7D | +11.7% | -1.4% | +13.1% | +12.2% |
| 30D | +8.1% | -3.1% | +11.1% | +9.0% |
| 3M | -12.0% | -19.5% | +7.6% | -6.6% |
| 6M | -3.5% | -9.6% | +6.1% | -2.6% |
| YTD | +3.3% | +13.3% | -10.0% | -5.3% |
| 1Y | -7.4% | +29.7% | -37.1% | -19.8% |
| 3Y | +16.6% | +28.3% | -11.7% | -3.4% |
| 5Y | -57.9% | +18.5% | -76.3% | -62.5% |
| All | -57.9% | +15.0% | -72.8% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling