+1,440.4%
RF vs JBHT
+9,634.5%
-8,194.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +2.3% | +1.7% | +0.6% | +1.7% |
| 30D | +7.2% | -1.2% | +8.4% | +7.6% |
| 3M | -8.2% | -17.1% | +8.9% | -2.6% |
| 6M | +7.0% | -4.4% | +11.4% | +7.5% |
| YTD | +10.3% | +17.5% | -7.2% | +2.7% |
| 1Y | +25.1% | +32.6% | -7.5% | +11.6% |
| 3Y | +110.3% | +33.0% | +77.3% | +82.5% |
| 5Y | +47.1% | +20.3% | +26.8% | +30.9% |
| 10Y | +297.9% | +209.1% | +88.8% | +159.8% |
| All | +1,440.4% | +9,634.5% | -8,194.0% | +417.8% |
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