+448.1%
RSG vs JBHT
+192.0%
+256.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +13.8% | -2.0% | +15.7% | +14.1% |
| 3M | +15.4% | -16.3% | +31.7% | +19.0% |
| 6M | +24.1% | -8.2% | +32.4% | +25.2% |
| YTD | +17.8% | +16.3% | +1.5% | +12.4% |
| 1Y | +21.5% | +32.2% | -10.7% | +12.5% |
| 3Y | +63.3% | +34.4% | +28.9% | +46.0% |
| 5Y | +97.3% | +20.3% | +76.9% | +77.7% |
| 10Y | +448.1% | +185.2% | +262.9% | +268.4% |
| All | +448.1% | +192.0% | +256.1% | +268.4% |
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