+415.6%
RSG vs JBHT
+273.4%
+142.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | +0.3% | +4.9% | -4.6% | -0.8% |
| 30D | +7.6% | +0.6% | +7.0% | +7.3% |
| 3M | +7.4% | -3.2% | +10.6% | +7.8% |
| 6M | -3.3% | +17.0% | -20.2% | -7.1% |
| YTD | +6.0% | +41.7% | -35.6% | -2.5% |
| 1Y | -3.7% | +90.0% | -93.7% | -17.8% |
| 3Y | +59.1% | +47.0% | +12.1% | +41.3% |
| 5Y | +89.0% | +58.3% | +30.7% | +59.3% |
| All | +415.6% | +273.4% | +142.2% | +209.0% |
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