+73.3%
RUN vs JBHT
+182.5%
-109.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | -0.2% |
| 7D | -13.5% | +7.0% | -20.6% | -17.4% |
| 30D | +18.3% | +0.5% | +17.8% | +17.7% |
| 3M | -12.5% | -17.4% | +4.9% | -2.4% |
| 6M | -40.3% | -1.7% | -38.6% | -41.4% |
| YTD | -53.1% | +20.7% | -73.8% | -60.3% |
| 1Y | -54.3% | +41.1% | -95.3% | -65.2% |
| 3Y | -6.5% | +38.0% | -44.5% | -32.1% |
| 5Y | -85.3% | +22.5% | -107.7% | -88.2% |
| All | +73.3% | +182.5% | -109.2% | -18.8% |
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