-8.4%
RUN vs JBHT
+186.0%
-194.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -3.6% | +15.8% | +14.5% |
| 7D | +30.0% | -1.4% | +31.4% | +30.9% |
| 30D | +27.0% | -3.1% | +30.1% | +29.3% |
| 3M | -5.9% | -19.5% | +13.6% | +6.5% |
| 6M | -26.7% | -9.6% | -17.1% | -23.9% |
| YTD | -46.4% | +13.3% | -59.7% | -52.4% |
| 1Y | -52.1% | +29.7% | -81.7% | -61.2% |
| 3Y | -8.9% | +28.3% | -37.3% | -29.5% |
| 5Y | -82.4% | +18.5% | -100.9% | -85.4% |
| 10Y | +109.6% | +198.1% | -88.6% | +1.9% |
| All | -8.4% | +186.0% | -194.4% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling