+104.4%
BDX vs JBHT
+182.5%
-78.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.6% |
| 7D | +2.9% | +7.0% | -4.1% | +1.3% |
| 30D | +15.4% | +0.5% | +14.9% | +15.2% |
| 3M | +20.5% | -17.4% | +37.9% | +25.4% |
| 6M | +53.2% | -1.7% | +54.9% | +52.3% |
| YTD | +45.7% | +20.7% | +25.0% | +37.4% |
| 1Y | +47.3% | +41.1% | +6.2% | +33.8% |
| 3Y | +25.1% | +38.0% | -12.9% | +11.4% |
| 5Y | +27.4% | +22.5% | +5.0% | +14.6% |
| All | +104.4% | +182.5% | -78.0% | +47.3% |
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 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