-82.8%
RUN vs JBHT
+17.1%
-99.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | +33.4% | -1.6% | +35.0% | +34.5% |
| 30D | +31.1% | -2.3% | +33.4% | +33.0% |
| 3M | +6.4% | -18.5% | +24.9% | +20.2% |
| 6M | -22.2% | -11.3% | -10.9% | -18.3% |
| YTD | -45.8% | +12.6% | -58.3% | -52.8% |
| 1Y | -51.1% | +29.8% | -80.9% | -61.9% |
| 3Y | -3.0% | +28.1% | -31.1% | -29.4% |
| All | -82.8% | +17.1% | -99.9% | -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