-54.3%
RUN vs JBHT
+39.4%
-93.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.4% |
| 7D | -13.5% | +7.0% | -20.6% | -15.9% |
| 30D | +18.3% | +0.5% | +17.8% | +18.0% |
| 3M | -12.5% | -17.4% | +4.9% | -5.8% |
| 6M | -40.3% | -1.7% | -38.6% | -41.7% |
| YTD | -53.1% | +20.7% | -73.8% | -59.1% |
| 1Y | -54.3% | +41.1% | -95.3% | -60.8% |
| All | -54.3% | +39.4% | -93.7% | -60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling