+24.9%
BDX vs JBHT
+22.9%
+2.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.5% | +0.5% | +2.1% | +2.4% |
| 30D | +13.6% | -0.1% | +13.6% | +13.5% |
| 3M | +18.9% | -14.0% | +33.0% | +22.0% |
| 6M | +51.8% | -5.1% | +56.9% | +52.1% |
| YTD | +43.3% | +18.0% | +25.3% | +36.7% |
| 1Y | +48.0% | +36.5% | +11.4% | +36.9% |
| 3Y | +23.7% | +34.8% | -11.1% | +12.1% |
| 5Y | +24.9% | +21.4% | +3.4% | +11.5% |
| All | +24.9% | +22.9% | +2.0% | +11.5% |
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