+252.0%
RMBS vs JBHT
+22.9%
+229.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | +3.0% | +0.5% | +2.5% | +3.1% |
| 30D | -15.5% | -0.1% | -15.4% | -15.5% |
| 3M | -11.5% | -14.0% | +2.6% | -5.0% |
| 6M | -36.5% | -5.1% | -31.5% | -35.6% |
| YTD | -7.1% | +18.0% | -25.1% | -16.6% |
| 1Y | -18.7% | +36.5% | -55.2% | -32.4% |
| 3Y | +36.2% | +34.8% | +1.4% | +10.0% |
| 5Y | +252.0% | +21.4% | +230.6% | +188.5% |
| All | +252.0% | +22.9% | +229.1% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling