+541.3%
RMBS vs JBHT
+191.4%
+349.9%
-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% | +0.2% | -4.1% | -3.7% |
| 30D | -24.9% | -2.2% | -22.7% | -24.0% |
| 3M | -20.5% | -16.5% | -4.0% | -13.4% |
| 6M | -37.5% | -8.4% | -29.1% | -35.5% |
| YTD | -12.1% | +16.1% | -28.2% | -20.2% |
| 1Y | -25.0% | +31.9% | -57.0% | -36.4% |
| 3Y | +36.1% | +34.1% | +2.0% | +11.2% |
| 5Y | +236.1% | +20.1% | +216.0% | +182.9% |
| 10Y | +541.3% | +184.7% | +356.6% | +234.3% |
| All | +541.3% | +191.4% | +349.9% | +234.3% |
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 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