-85.1%
RUN vs JBHT
+22.5%
-107.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | -0.2% |
| 7D | -13.5% | +7.0% | -20.6% | -17.5% |
| 30D | +18.3% | +0.5% | +17.8% | +17.7% |
| 3M | -12.5% | -17.4% | +4.9% | -1.9% |
| 6M | -40.3% | -1.7% | -38.6% | -41.6% |
| YTD | -53.1% | +20.7% | -73.8% | -61.0% |
| 1Y | -54.3% | +41.1% | -95.3% | -66.2% |
| 3Y | -6.5% | +38.0% | -44.5% | -35.4% |
| All | -85.1% | +22.5% | -107.7% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling