+448.5%
RSG vs JBHT
+186.6%
+261.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | +2.0% | +0.9% | +1.0% | +1.7% |
| 30D | +14.2% | -1.1% | +15.3% | +14.3% |
| 3M | +15.8% | -14.8% | +30.6% | +18.9% |
| 6M | +24.6% | -7.4% | +32.0% | +25.4% |
| YTD | +18.2% | +17.3% | +0.9% | +12.6% |
| 1Y | +22.8% | +35.3% | -12.6% | +13.1% |
| 3Y | +62.4% | +33.9% | +28.4% | +45.5% |
| 5Y | +96.0% | +22.5% | +73.5% | +75.7% |
| 10Y | +448.5% | +181.3% | +267.2% | +265.7% |
| All | +448.5% | +186.6% | +261.9% | +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