+51.4%
JD vs JBHT
+232.4%
-180.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +2.0% | +2.7% |
| 7D | +9.0% | +1.7% | +7.3% | +8.3% |
| 30D | +5.2% | -1.2% | +6.4% | +5.5% |
| 3M | -15.9% | -17.1% | +1.2% | -11.1% |
| 6M | -7.7% | -4.4% | -3.3% | -8.2% |
| YTD | +0.1% | +17.5% | -17.4% | -8.9% |
| 1Y | -9.7% | +32.6% | -42.3% | -21.7% |
| 3Y | +12.9% | +33.0% | -20.1% | -6.1% |
| 5Y | -60.6% | +20.3% | -80.9% | -66.2% |
| 10Y | +28.4% | +209.1% | -180.7% | -31.1% |
| All | +51.4% | +232.4% | -180.9% | -20.3% |
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