-42.7%
RUN vs JBHT
+47.5%
-90.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.8% |
| 7D | +1.3% | +4.9% | -3.6% | -1.2% |
| 30D | -15.3% | +0.6% | -15.8% | -15.6% |
| 3M | -40.0% | -3.2% | -36.8% | -39.3% |
| 6M | -27.0% | +17.0% | -43.9% | -33.3% |
| YTD | -51.7% | +41.7% | -93.3% | -60.2% |
| 1Y | -45.9% | +90.0% | -135.9% | -62.8% |
| All | -42.7% | +47.5% | -90.2% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling