-82.6%
RUN vs JBHT
+20.5%
-103.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -4.5% |
| 7D | +18.1% | +0.2% | +17.8% | +17.4% |
| 30D | +27.5% | -2.2% | +29.6% | +29.1% |
| 3M | -4.5% | -16.5% | +12.0% | +6.0% |
| 6M | -33.3% | -8.4% | -24.9% | -31.5% |
| YTD | -47.1% | +16.1% | -63.1% | -54.9% |
| 1Y | -43.1% | +31.9% | -75.1% | -56.1% |
| 3Y | -3.0% | +34.1% | -37.1% | -32.1% |
| 5Y | -82.6% | +20.1% | -102.7% | -87.3% |
| All | -82.6% | +20.5% | -103.1% | -87.3% |
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