+88.0%
BDX vs JBHT
+192.0%
-104.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.9% |
| 7D | +8.4% | +0.4% | +7.9% | +8.2% |
| 30D | +17.1% | -2.0% | +19.1% | +17.6% |
| 3M | +22.4% | -16.3% | +38.7% | +26.9% |
| 6M | +45.9% | -8.2% | +54.2% | +47.5% |
| YTD | +43.8% | +16.3% | +27.5% | +36.9% |
| 1Y | +57.8% | +32.2% | +25.6% | +45.6% |
| 3Y | +25.4% | +34.4% | -9.0% | +12.4% |
| 5Y | +26.0% | +20.3% | +5.6% | +13.7% |
| 10Y | +88.0% | +185.2% | -97.3% | +43.4% |
| All | +88.0% | +192.0% | -104.1% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling