+492.6%
RMBS vs JBHT
+272.5%
+220.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.2% |
| 7D | -0.3% | +4.9% | -5.2% | -2.9% |
| 30D | -12.2% | +0.6% | -12.7% | -12.4% |
| 3M | -49.5% | -3.2% | -46.3% | -48.7% |
| 6M | -7.1% | +17.0% | -24.1% | -15.0% |
| YTD | -7.0% | +41.7% | -48.7% | -23.1% |
| 1Y | +13.3% | +90.0% | -76.6% | -21.0% |
| 3Y | +49.2% | +47.0% | +2.3% | +16.9% |
| 5Y | +250.0% | +58.3% | +191.6% | +156.4% |
| All | +492.6% | +272.5% | +220.1% | +149.1% |
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