+5,308.1%
BDX vs JBHT
+11,637.0%
-6,328.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.9% |
| 7D | -2.5% | +4.9% | -7.4% | -3.2% |
| 30D | +8.3% | +0.6% | +7.7% | +8.1% |
| 3M | +24.4% | -3.2% | +27.6% | +24.7% |
| 6M | +9.2% | +17.0% | -7.8% | +6.5% |
| YTD | +22.7% | +41.7% | -18.9% | +16.5% |
| 1Y | +25.9% | +90.0% | -64.1% | +14.4% |
| 3Y | -10.5% | +47.0% | -57.5% | -16.5% |
| 5Y | +1.9% | +58.3% | -56.4% | -6.7% |
| 10Y | +58.7% | +273.9% | -215.2% | +28.6% |
| All | +5,308.1% | +11,637.0% | -6,328.9% | +2,747.8% |
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