+338.4%
RMD vs JBHT
+186.6%
+151.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +3.1% | +0.9% | +2.2% | +2.8% |
| 30D | +1.8% | -1.1% | +2.9% | +2.0% |
| 3M | +6.7% | -14.8% | +21.5% | +11.2% |
| 6M | +13.9% | -7.4% | +21.3% | +14.9% |
| YTD | -2.0% | +17.3% | -19.3% | -9.0% |
| 1Y | -5.4% | +35.3% | -40.7% | -16.3% |
| 3Y | +67.4% | +33.9% | +33.4% | +43.8% |
| 5Y | -5.7% | +22.5% | -28.3% | -18.2% |
| 10Y | +338.4% | +181.3% | +157.0% | +168.0% |
| All | +338.4% | +186.6% | +151.8% | +168.0% |
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