+54.3%
JD vs JBHT
+300.7%
-246.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.9% |
| 7D | -1.7% | +4.9% | -6.6% | -3.3% |
| 30D | -13.2% | +0.6% | -13.7% | -13.6% |
| 3M | -3.2% | -3.2% | 0.0% | -2.8% |
| 6M | +15.2% | +17.0% | -1.7% | +6.9% |
| YTD | +2.0% | +41.7% | -39.7% | -12.4% |
| 1Y | -5.4% | +90.0% | -95.4% | -28.6% |
| 3Y | -9.1% | +47.0% | -56.1% | -26.1% |
| 5Y | -59.6% | +58.3% | -117.9% | -68.4% |
| 10Y | +26.2% | +273.9% | -247.7% | -36.3% |
| All | +54.3% | +300.7% | -246.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling