+444.4%
RSG vs JBHT
+183.5%
+260.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +13.5% | -0.1% | +13.5% | +13.4% |
| 3M | +16.3% | -14.0% | +30.3% | +19.3% |
| 6M | +26.9% | -5.1% | +32.0% | +27.0% |
| YTD | +19.1% | +18.0% | +1.0% | +13.2% |
| 1Y | +21.8% | +36.5% | -14.7% | +12.0% |
| 3Y | +63.5% | +34.8% | +28.7% | +46.3% |
| 5Y | +98.6% | +21.4% | +77.2% | +78.7% |
| 10Y | +444.4% | +178.0% | +266.4% | +265.7% |
| All | +444.4% | +183.5% | +260.9% | +265.7% |
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