+541.3%
RMBS vs JBHT
+192.0%
+349.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +6.7% |
| 7D | -3.9% | +0.4% | -4.3% | -3.8% |
| 30D | -24.9% | -2.0% | -22.9% | -24.1% |
| 3M | -20.5% | -16.3% | -4.2% | -13.5% |
| 6M | -37.5% | -8.2% | -29.3% | -35.5% |
| YTD | -12.1% | +16.3% | -28.4% | -20.3% |
| 1Y | -25.0% | +32.2% | -57.2% | -36.4% |
| 3Y | +36.1% | +34.4% | +1.7% | +11.1% |
| 5Y | +236.1% | +20.3% | +215.8% | +182.6% |
| 10Y | +541.3% | +185.2% | +356.1% | +234.0% |
| All | +541.3% | +192.0% | +349.3% | +234.0% |
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